If your alliance go with Night elf, there's no reason to go the other races unless you want to RP something, plus you have wisp form for faster rez, and of course shadowmeld which gives you a better stealth (don't use shadowmeld, just use stealth it's auto). It's a far far better race for rogues.
In addition the following talents are almost crucial, "master of Deception" (harder to see through stealth) Cold blood (instant crit as long as you don't miss. not bad).
For builds look into Assassination or Combat, Subtly sounds good in the first 20-40 levels, however once you're in the 40-60 range you're battles are going to be longer, the subtly are one time opening attacks for the most part (preparation and Ghostly Strike are useful but not enough for the points)
Most importantly this page ignores one point.. Rogues get massive boosts to dodge from their AGI, don't worry about a lower Def, because your dodge will make up for it, you'll get hit about half the time. Just pump agi, doesn't sound important early on but you'll learn. Rogues get 4/3rd the bonus (aka if you put 15 points down you get almost 20 points worth of dodge). The only other class that gets a change is the Hunters where they pay 25 for the 20 points of dodge protection.
In addition go with sword/mace/dagger, which ever has the highest DPS grab it, switch when you need, and spec only at 60. As a Rogue you'll have a much higher DPS then most of the other classes, especially a warrior, and it's your saving grace, practically he reason you'll fight stuff two levels higher then you from level 1 til level 60.
Finally out side of those who Engineer, they are the ONLY class who has any chance of lock picking, many rogues open stuff for free/tips but you'll need a rogue to open those chests, unless you want to blow them up with charges.
