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Depends what you mean by "important." You can get quests out of a few of those rogues, but only little sub-quests, nothing essential or even relevant to the main quest, afaik. As a general rule, if you kill somebody essential to the MQ you'll get a message recommending you reload (you don't have to, mind). What you have to watch out for are characters that could affect guild or house quests, because here you won't find out that you've messed up until it's too late!
Personally, I never kill anybody that looks important unless I have a reason to, although I've randomly killed dozens of peasants and rogues and never had a serious problem from it.
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