Who you are
Rogues are a particular breed of person. Generally speaking, they aren't the typical poised and refined characters you'll find in the higher echelons of polite society. More often than not, they are the dregs of society -- those that have nothing left to rely on but themselves, whether it be for wealth, societal standing, or simply staying alive in a world that is continually ripped apart by chaos. Rogues are generally weapons experts, having had a lifetime of learning how to most effectively eliminate a target.
Make no mistake -- rogues are killers. You won't generally find a rogue that is committed to a peaceful, altruistic lifestyle devoid of bloodshed. While some may be quick with dagger or sword, others are just as adept with poison or other subterfuge. Some may not care whether or not they are discovered getting their hands dirty, others may make a living off of being completely undetectable and untouchable.
If you're roleplaying a rogue, you want to look at who he is, and where he's from. More importantly, you want to look at his past, and what led him to a lifetime of thievery and casual murder. Does he have parents? Family? What happened to them? What drove him to seek the lifestyle of a rogue over a more noble occupation? Does he have any close friends? Do any of them know of his chosen profession?
Rogues in World of Warcraft
have a defined organization -- the rogues of Ravenholdt Manor. There are also other smaller rogue branches, like the Shattered Hand of Orgrimmar, or the rogue organization SI:7 in Stormwind. Is your rogue associated with any of these organizations? What brought him to these organizations in the first place? Is he loyal to the organization he's affiliated with?
Why you fight
More important than your character's past is their present. What is he doing out and about in the world? Why does he work for the Alliance or Horde? But with a rogue, there is more to be answered than just that. In a rogue's world, things are seldom cut-and-dry. Is your character even fighting for the Alliance or the Horde, or is he out for himself? If so, what is he after, and why is he after it? More importantly, how far will he go to get what he wants? Where does he draw the line?
For a rogue, the answers can be many-layered and complex. Rogues aren't necessarily creatures of solidarity, nor are they necessarily creatures of factional pride. But the trick to roleplaying a rogue is that the answer is never, ever black and white. There's usually a specific reason why your rogue is out in the world, or why he is doing a particular task at a particular time -- but he's highly unlikely to share that reason with anyone that happens to stroll by.
Rogues come in a variety of flavors. They can be sneaky, stealthy, elusive and unfathomable, or they can be a charming, roguish swashbuckler with an unusual affinity for combat. A common misconception with rogues is that they must somehow be a loner or some kind of rebel -- that's not the case. Rogues can be just as outspoken and charming as any other class you choose to roleplay.
In a way, you could say that a rogue is a master of disguise. Not in the literal sense, but from a sense of character development. There are just as many reasons for a rogue to do what they do as there are blades of grass on the earth -- it's just a matter of discerning what reasons your rogue has for his actions, who they benefit, and why he thinks they would be worth doing.
Interaction with others
Does your rogue have friends? Is he good at making friends, does he charm the socks off of people with little effort? Or is he reclusive, silent or shy? What does your rogue do when he isn't indulging in a little combat? Is he the type to go get wasted at an inn, or does he prefer quieter pursuits? Is he particularly skilled with conversation, or would he rather remain silent and listen to those around him?
Who your rogue happens to interact with says just as much about his character as his background or history. How does your rogue choose his friends? Does he make that judgment call based on what people do, who they are, or how far they can get him in life? Is he currently working for somebody? Is he a rogue for hire, a mercenary? Or does he simply follow his own path, making his own choices based on his own judgment?
Is he interested in learning? Does he have an unquenchable thirst for history, or would he rather pocket historical artifacts to sell at a later date? Does he study up on politics and other conversational topics, so he can keep up a well-rounded appearance? When engaging in conversation with others, does he tell the truth, does he embellish upon the truth, or does he flat out lie to people about who he is, and where he's been?
Is he honest with people? Does he hide the fact that he is, in fact, a rogue? Does he disguise himself as another class or figure in society? Does he use his real name in conversations with those around him, or does he go by a nickname? Does he boast about his exploits in the hopes of attracting more contracts, or does he quietly go about his business, doing his best to be unnoticed?
Rogue stereotypes generally fall down one of two paths -- there's the silent, soft-spoken loner who keeps to himself, a ruthless murderer, and there's the "swashbuckler" style of rogue, the utterly charming bastard who can talk himself out of any situation. Of course there's nothing wrong with choosing to roleplay either of these stereotypes, but they do have their advantages and disadvantages when you're choosing to follow them for roleplay.
In the case of the loner, it's the simple fact that you will be roleplaying a loner. By definition, a loner is someone who prefers their own company and simply doesn't have a lot of people that they speak to on a regular basis. That's all well and good, but if you're looking for roleplay, a loner archetype means that you're automatically limiting the amount of roleplay you'll find out there in the world. If you portray yourself as a loner, less people are likely to seek you out for conversation or speak to you. Again, if this is the path you wish to take, you're more than welcome to do so, but keep those limits in mind when you do.
In the case of the swashbuckler, some may find all that talk and supposed "charm" irritating, depending upon how it's played out. While it's fun to be that dashing bastard, doing so may attract more negative attention than positive, especially as these types of characters tend to be scene-stealers. If you're participating in group roleplay, there's a certain amount of give and take that needs to occur -- everyone should get their chance in the spotlight. If your outlandish character is taking that spotlight away from others, you might see less people willing to roleplay with you.
While rogues have the reputation of being incorrigible murderers and thieves, they have the potential for much more. Masters of subterfuge and trickery, a good rogue isn't just about killing targets for coin -- he's got an entire bag of tricks at his disposal, depending on the situation. Some may call them cold-hearted, some may call them criminals, but rogues are one of the more diverse and oddly entertaining classes out there for roleplay.
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