[Olorin]

For dualling a character with both fighter and thief classes, I would normally recommend starting as a thief and dualling to a fighter. You can get thief skills to acceptable levels quickly, and then switch to fighter and keep improving your fighting skills. Be careful when choosing a thief kit as they reduce your skill points/level, and some of them don't really start to get good until high levels.

If you're more interested in playing a thief that is a better fighter than normal, then start as a fighter and dual, or go multiclass. The advantage to dualling into the thief class is that you will level faster as a thief and regain your skills earlier. You'll also have the fighter's hit points. The fighter kits don't work as well for a thief--berserker will not be able to use thief skills while berserk, and wizard slayer can't use all the magic skill boosters. Kensai would be good if you don't mind losing the ability to wear armor (a kai enhanced backstab can be really effective).

If you have ToB, I would really advise considering the multiclass, as you would then be able to get both fighter and thief HLAs.