Help with Magic

The reason many players choose those classes is because they can bypass or resolve problems that a pointy piece of metal can't.  I think you'll better be served by regarding this choice as an opportunity, rather than a problem. First and foremost, remember that the obstacles you create are (generally) intended to be overcome. Don't stress too much on how they overcome it, and don't try to make every obstacle some supreme challenge. If the party has access to an easy fix via magic, they're more likely to think, "I'm sure glad I have this tool at my disposal!" rather than "That was too easy, the DM is softballing us."

The rest of this post is a bit rambling and disjointed, but hopefully you get something out of it:

Here's a question. In terms of enemies attacking him in melee, what's the difference between a flying warlock and non-flying warlock who prevents engagement with sound tactical decisions? The answer is the non-flying warlock still has a spell slot, and better opportunities for cover in case he does come under ranged attack.

Assuming you're playing 5e, also remember that Fly is a concentration spell. The most interesting combats almost always involve a variety of creatures with a variety of capabilities, including ranged attacks. Have them focus on the warlock, and don't forget those concentration checks! You're not being punitive; a flying missile launcher is a priority target and it's tactically sound for enemies to focus fire on him. 

You can award reduced or zero XP for trivializing obstacles. It isn't the best solution, but XP is meant to reflect the PC learning, growing tougher, etc. If the flying warlock solos a creature who can't fight back, he hasn't defeated a monster, he defeated a pile of hay.

Also keep in mind that D&D (in every edition) is largely a game of resource management. When a player chooses to cast a spell to overcome an obstacle, he's telling you he thinks his resources are best spent in that particular way. Only you know if he's right. If the magic user decides to dimension door past an obstacle when another party member's skill set could have served, that's one less resource he has for future obstacles. The actual problem isn't the PC having access to magic, it's how, when, and why he uses it. Does the player want to be able to do everything? This is a problem if he's stealing the spotlight from other classes. Do you not have enough obstacles to stretch their resources? Make longer adventures with fewer opportunities to rest.

Leomund's Tiny Hut is a bit trickier since the players can sort of force the long rest. Give evidence of missed opportunities. For instance, they find a dead body a dozen feet from the hut, and determine it died very recently... while they were all sound asleep. Also, depending on your interpretation of the spell description, it may not prevent ingress from below. A tightly packed group of adventurers is just asking for a bullette attack.

Yeah, the math involved in resource management for a "typical adventuring day" is a problem for some approaches to play. The whole model is grounded on the assumption you'll have 6+ encounters with 2 short rests before getting that long rest, with X% of your resources spent per encounter (X depending on the projected difficulty). A 10th level full caster has 15 spell slots to burn before you even bring cantrips and other class abilities into the equation. That's a lot of firepower, and even if he tries to burn it all on one epic encounter, he probably won't get through half those spell slots.

You can always talk with your players about the sort of challenges you want to create, and how their choices affect your ability to implement them. However, I think it's safe to say that by building their PCs the way they do, they are effectively advertising what they find fun. That's what I was talking about in my first post; look at their choices as opportunities, not problems.

A word of caution about escalating threats through the adventuring day... mix it up! Sometimes the big fight should be in the middle of the adventuring day, sometimes at the beginning. If the biggest obstacle always appears at the end, the players start to hoard resources.

I wholeheartedly agree with the second piece, but would caution against the first because thinking that your player is doing it for that reason will make doing the second harder. Granted I know it is why some choose to do it, and others keep doing it, but I would want to give the benefit of the doubt to start. Also, whether that is the express intent of the player, to bypass things with magic, or not it is going to happen at some point no matter what you do if there is magic in the party. Even a group of five fighters start to have enough money to have enough magic to present the exact same scenarios (boots of flying + wand of magic missle.) The easiest solution, but the one you want to avoid the most is a magical arms race between PC and DM.

Your specific examples have some great solutions already in this thread. The one I think needs a little more love is Dimension Door. The main thing is that it states:

"You teleport yourself from your current location to any other spot within range. You arrive at exactly the spot desired. It can be a place you can see, one you can visualize, or one you can describe by stating distance and direction,"

Which makes the second piece a very likely scenario. If they are trying to pop into a treasure room that they haven't seen or know, or to pop onto the other side of a locked door then they run the risk of loosing the spell and a decent amount of health. Not only that, but 500ft is a long way, and that could mean a long way away from the rest of the party, but close enough to still hear the warlock's screams... I mean wha!? Haha. Hope some of that is helpful, and it's a great conversation to have because it will happen to every DM sooner or later.

"If you would arrive in a place already occupied by an object or a creature, you and any creature traveling with you each take 4d6 force damage, and the spell fails to teleport you."