[Gimli]

Rogue is a pretty powerful fighting type class. I would have him dual wield a sword and dagger, and to start the game dual throwing daggers and/or darts, just to build up the dual wield skill and throwing. When your dual is up there to the point where you're hitting almost all the time in melee, then switch over to a sling (which is also under the thrown skill), wirst rocket is cool sling type weapon and sling ammo is alot better and plentiful than the thrown weapons. Save the better thrown weapons for special occasions (like the stilettos).

I say to do this (build throwing) also because the rogue has no spells. When his throwing is pretty high, he should become the designated user of the bombs/powders you'll find (you'll find alot, horde the better ones for the rogue). Then he becomes 1/2 mage in a sense as he has the bombs/powders as his spells. And a rogue has access to some very cool swords and can backstab with them. The damage a really high level rogue can do with a good sword and dagger in melee is pretty impressive, rivals and/or exceeds fighters.

Also go for str/dex first with him, those are the most important for a melee type rogue. They are awesome in terms of dishing out damage.