I'm of the opinion you get probability on your side and get your most-used ability scores to 20 over obtaining feats. Statistics can show you when certain feats are mathematically better than ability scores over an infinite period of time or an infinite number of discrete encounters, but reality remains: it only takes a discreet number of bad d20 rolls to end your character. Max out the Strength (and Charisma if you get Paladin 6 relatively early).
In case you want to ignore the part about ability scores, the typical feats for Strength melee are Polearm Master and Great Weapon Master. PAM loses some usefulness as long as you're using Hex, since casting and moving Hex around is going to eat up your bonus actions, though the PAM reaction is very useful. Great Weapon Master somewhat works in opposition to Divine Smite since Divine Smite's DPR is contingent on higher accuracy and GWM lowers that. The more dice you're rolling for weapon damage, the worse the tradeoff for using GWM's power attack. War Caster also has neat interaction with PAM and Booming Blade, and it goes up in value quite a bit if you see yourself using concentration spells with your slots instead of smiting a lot. With all that said, a feat-heavy style is going to gain a lot more benefit from using spell slots for non-Hex spells instead of smiting.
Remember you can retrain a spell and an invocation with each warlock level. Armor of Agathys may not seem like much compared to a smite or Hex at level 1, but at higher level when it's more likely to absorb more than a single hit, dealing its full damage each time, it gets a lot better. If you can set it up due to the durations, Fire Shield + Armor of Agathys makes it a really terrible idea for anything to attack you in melee. The Fiend's list is generally good and a lot of the patron spells are worth taking. Arms of Hadar is great utility for getting out of tight spots while doing damage, or Misty Step if you want the guaranteed option as a trade off for damage. Darkness and Hunger of Hadar are useful if you take Devil's Sight.
What level are you starting at? Paladin 2/warlock 1 to gain Divine Smite cantrips will hold you over for a long time. Getting to paladin 5 and 6 will give you generally bigger boosts than taking the warlock levels first, though warlock 2 for invocations is a big step if you're trying to do Darkness/Devil's Sight combos and you want to do good damage with Eldritch Blast.
