5e has a number of spell mechanics, and it's not clear what exactly you're talking about here (I assume you're talking about using level 1 spells), but many classes handle spell slots differently (for instance, getting only a certain number of spells which can be at a particular level [so spell level 1 spells are identical to spell level 7 spells]).
You typically will see scaling happen differently for spells; some spells, like Witch Bolt, can be improved to function in a higher level spell slot (useful for a Warlock that only casts spells at a certain spell level).
In combat, you'll typically want to be doing damage with cantrips, unless you're sure that you'll get enough rest immediately afterward to replenish your spell slots (at least, that's my personal philosophy. High level spells, like, say, casting Witch Bolt in a spell level 5 slot (for 5d12 damage!) can be good for an emergency, but most of the time your Warlock would want to use cantrips.
One thing that you are likely to see on spell level 1 spells that you don't see on cantrips is the addition of special effects. That Thunderwave, for instance, is an area of effect spell that also has the advantage of knocking back enemies that fail a save. Though you can get some effects like these on cantrips too as you advance, you won't see them quite as often, and they may use up character. However, Thunderwave isn't a candidate for moving up into a higher level spell slot, because you get a really low return on it: if you have a level 1 spell slot, however, it might be worth using in combat.
Out of Combat
Out of combat, spells tend not to do direct damage, so low level spell slots are useful for most spells. Not every utility spell scales with higher level spell slots, but enough do (and have unique effects) that they're worth putting in higher slots if they're perfect for the situation.
When in doubt, you'll typically aim for low spell level spells as utility spells when you need them to do something that you can't do by mundane means. In this sense, many of these spells will be useful at all levels, as a character might always need to, say, Speak with Dead, or Spider Climb, depending on the situation they find themselves in.
Sometimes you'll use a spell in a sub-optimal spell slot because you really need it. You can't bump that SL3 spell down to a level 2 slot just by asking politely, so you might use it at a higher level (sometimes for no benefit) just because you need to because the utility you need isn't available in a more appropriate form. Alternatively, as seen above in the Utility subsection of the combat section, you might need to deal a lot of damage and knock someone back, and pumping up that Thunderwave is the easiest way to accomplish both objectives.