To save time we're going to jump in with both feet and I'll attempt to power through as best I can.
If you're out to make money, and do nothing but, then your best choices will be (as with all other classes) to pick up two gathering skills straight off the bat. Generally, I recommend Skinning in combination with Mining or Herbalism. Skinning won't make you fabulous money, but it does have the up-side of being incredibly handy because you'll be killing a lot of beasties on your way up. Also, having Skinning will give you the ability to funnel materials to any Leather workers you know (or may have) to make gear for you. Sure, you could take Mining and Herbalism, but there's the consideration that tracking both at once isn't intended in the game, so you may miss herbs with the mining tracker up, or vice versa.
Mining is insane cash on many servers. The ore involved is used in many different trade skills from Jewel crafting to Alchemy. Of course, just about everyone and their brother has caught on to this. Depending on your server, it can either be a nice market, or so over-saturated as to be nearly worthless. The best way to find out for sure is to look around your server's Auction House. While not a guaranteed indicator of how the ore market is going (after all, I'm sure we've all seen that person who lists linen cloth for several hundred gold) it will give you an idea if there are pages and pages of copper ore out there (saturated) versus there being almost none available. (more ore, plz!) As a Rogue, you also have the added benefit of being able to sneak in and smack veins on the opposite side of Big Nasty Mobs. I just ask that you not go stealing mines when the Big Nasty Mob is in combat with someone else -- they may have been going for it too. (Yes, I know it's our idiom, but that's my personal .02 having had my mines stolen by others. YMMV.)
Herbalism is fabulous money -- in later levels especially. In regard to Rogues, Herbalism will give you the ability to keep yourself in Fadeleaf and Swiftthistle, the materials for Blinding Powder and Thistle Tea respectively. While I know Rogues who don't bother with these two items (which I don't understand) I keep both with me at all times. You never know when a Blind or some energy will be the thing that saves your tail.
One could argue that Enchanting has become something of a nifty "gathering" skill for a Rogue too. I say this because once you get to endgame, you'll be able to stealth run most instances, gather goodies from chests (well, until they nerf that...) kill bosses, and sneak back out with quite a few dust/shards/essences in your bags. However, for the sake of a brand new Rogue, I don't recommend Enchanting as one of the best choices you can make unless you're actually trying to seriously level it and are in for the long haul. Sure, eventually breaking things will make you money, but as you'll have to actually level it up to be able to shard higher level gear, the initial run-up is still a money-sink. Also, if your intent isn't to raid with your Rogue, then many of the most sought after Enchanting recipes will be off-limits to you. (Dis)Enchanting is a much better choice for someone who is bringing a Rogue up as an alt and who doesn't already have an Enchanter in their stable of characters.
Now, as for the trade skills that you might actually find useful. To be honest -- many of them are fantastic, and it's all going to depend on what you envision for your Rogue's story. The most obvious one is Leather working. This gives you the benefit of being able to make armor as you level up. Many Rogues will tell you that if you're going to spend money as you level up, the best investment you can make is in weapons. I truly agree with this if you're looking at one or the other to spend money on, but it's certainly nice to be able to keep your hide covered in good armor as you make your way through the levels. Later on, Elemental offers many nifty patterns for Rogues, and the BOP Primalstrike Vest is a Red Snappah of crafted Rogue leather -- very tasty!
Alchemy is another huge choice for Rogues in my eyes. Not only do you get speed potions, healing potions, and all manner of buff potions, but you also gain the ability to get transmutes, and learn new recipes by discovery once you hit the Outland recipes. Aside from the money you'll be saving from making your own (I think I've financed some Blood Elf's summer home and put their kids through Thrall's War College) you'll also be able to sell off whatever you aren't using for good money. Sure, at lower levels -- as with any anything, considering that the grand majority of the player base seems to be at endgame -- you're not going to make tremendous money. Nonetheless, certain things will be useful to crafters and the folks who ride the BGs at certain brackets.
Blacksmithing, and specifically weaponcrafting/Swordsmithing, is a viable choice if you're into the concept of making your own weapons. Now while I haven't ever pursued this option, I've known a couple who have just to make some of the endgame swords, and I've never heard a complaint on being able to sell craftable items on the way up. Well, okay, but only in terms of the materials involved in crafting -- not so much the inability to sell the items once made. (Or alternately, to find a friendly local Enchanter and shard them for items to sell.)
Engineering gets mad love from me, but primarily for lower level Rogue twinks. First of all, Engineering will give you a nice head-slot item early in the game, so if your intent is to PvP it up and sit in the 19 WSG bracket for a while, this is a good choice. At endgame, Engineering also gives you a tasty pair of goggles and a potion injector that can save bag space. There are also a variety of bombs and the Discombobulator Ray that can be fun to spring on people. Outside of that, Engineering (desperately) needs some love, and until they get that love (perhaps in WotLK via crafted flying mounts?) this may not be a good choice unless you plan on doing quite a lot of PvPing.
Jewel crafting is a new-ish choice for a Rogue, as who doesn't love extra items to increase +AP +agi +sta and more coming up? When it comes down to the end of the line, being able to cut your own gems is quite handy, and if you intend for your Rogue to be active, you'll have a better chance at the cuts and patterns that drop from instances later on. (Once again, I think I've financed more summer homes due to the cost of these items. That said, the competition is pretty fierce so choose wisely.)
Last, but not least, is Enchanting, which I touched upon before. Great if you're able to get one of the coveted Rogue spots in a raiding guild, or if you're taking it purely for disenchanting. However, as the word is that Blizzard is planning on changing things so that Enchants will eventually be able to be bought and sold on the AH, this may change. For now, I'd say it's probably one of the less attractive options (and before anyone flames me, my home Rogue is a Miner/Enchanter, so I admit bias) unless you can get the less-common enchanting recipes like Mongoose -- an enchant I give all my Rogue love to at the moment.
For now, I'm off to go hunt down some chests and shard some goodies while I still can. For those other Rogues in the house, what do you think your favorite combination of trade skills are? Any pitfalls you hit, or advice you'd give to up-and-coming Rogues? Or are there any particularly sneaky ways you've found to use your Rogue skills and trade skills to make some good cash?