Here is a bare-bones, mechanics-only write up for a Warlock/Wizard/Eldritch Theurge for the first few levels:
Race: Human
Ability score priorities:
STR --
DEX ++
CON +
INT +++
WIS -
CHA +
Level/Feat planning:
1. Warlock (Complete Arcane)
(F) Mortalbane (Book of Vile Darkness)
(F) Point-Blank Shot
Least Invocation: See the Unseen
2. Wizard
- ACF: Fighter Bonus Feat Wizard (UA,
SRD link)
- ACF: Domain Wizard (UA,
SRD link)
- ACF: Immediate Magic (PHB2)
or Specialist Wizard (UA,
SRD link)
(F) Precise Shot
3. Wizard
Necessary skills: Spellcraft 4 (to qualify for Practiced Spellcaster)
(F) Practiced Spellcaster (Warlock)
4./5. Wizard
Necessary skills by now: Knowledge (arcana) 8, Knowledge (the planes) 8 (to qualify for Eldritch Theurge)
6+. Eldritch Theurge (Complete Mage)
(F) ???
Least Invocation: ???
Notes:
- The first three levels are interchangeable. You can also start as a Wizard and only later dip Warlock at 2nd or 3rd. Warlock has the better hit die and can put Mortalbane to immediate use, so it is just the better pick at this point, but the power difference isn't dramatic.
- Go with the Domain Wizard ACF with any Domain that would fit the background. When in doubt, Conjuration is always an useful choice.
- Same with Immediate Action / Specialist Wizard ACF. They replace the familiar with a different benefit, and dread familiars are a very dubious class feature in Ravenloft, so getting anything else in exchange may be better. When in doubt, Immediate Magic: Conjuration (immediate action short range teleport a few times/day) is always a good pick.
- Level 6 is the point where you have paid all your must-have dues and can branch out into whatever looks fun (or pile up prerequisites to enter another Wizard PrC at level 16+ if you want to plan further ahead). You can also consider to retrain Mortalbane at this point if you use the retraining rules.
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I am myself very partial to Warlock Theurge concepts. They have nearly the same raw casting power as a pure caster (the above build only loses 1 wizard level along the way), but back up their limited spells with at-will SLAs and a decent enough ranged touch weapon, the Eldritch Blast, giving them something useful to do every combat round without wasting spell slots.
Thematically, it goes perfectly with the revenge background story. Warlocks derive their power from pacts with fiends, fae or other otherworldly forces, and such a pact may have been sealed to fulfill the revenge. He might have been invested with the spellbook and the initial wizard training by his patron, or it may have been something he has seeked out later to better understand the forces he is dealing with.
EDIT: Oh, and if your player would prefer the Warlock side over the Wizard side, no problem either. Starting as a Wizard with the Precocious Apprentice feat (Complete Arcane p.181) to get an early level 2 spell and then going Warlock until he qualifies for the Eldritch Theurge, he would only lose 1 Warlock level and grab several invocations, earlier entry into the better invocations, Detect Magic at-will, DR 1/cold iron and the ever useful Deceive Item ability along the way, at the expense of being 4 levels behind as a Wizard.