In vanilla WoW, professions were initially used to make money, as there was a rapid influx of players needing gear and enchants. The Burning Crusade introduced the trade skill jewelcrafting, while also introducing the idea of profession perks: small bonuses to a player for choosing a particular trade skill. These were found in the form of unique, epic items that were only available to the crafter themselves. Some of these were trivial, like a tailor's custom-made robe. Others, however, were nearly gamebreaking. I speak of the Stormherald, one of the most fearsome weapons to see in your opponent's hand. When coupled with the old Mace Specialization, an arms warrior was a rogue's worst nightmare in PvP.
The key issue to items like these was keeping them relevant, as their power remained static while more powerful gear was being introduced. Blizzard went to the drawing board to find a fix, and Wrath of the Lich King brought with it the idea of passive perks. Every player would get some static bonus from choosing their profession, which would stick with them even as their gear improved. They could then tune these buffs simultaneously, ensuring that no trade skill outpaced another and keeping the economy balanced with a more equal distribution of profession choices. In line with this design decision, most of the Wrath trade skills have been normalized to a similar value, which is around 80 attack power (was previously 64 AP). There are, however, a few standouts.
Gathering versus production
Gathering skills are considered to be inferior to production skills, due to the ease of leveling a gathering skill and the fact that it generates a solid income for the player. Production skills, on the other hand, require a large investment of both time and money. They reward us with the ability to make some very powerful items, and similarly reward us with better perks as well. If you're looking to maximize your rogue's potential, you should leave your gathering skills behind and use two different production skills. You can always use an alt to farm materials with, or use other means of making an income.
The holy trinity of production skills
If you're a rogue who enjoys both the PvE and PvP aspects of the game, there really is no trade skill that can compete with engineering. Between an insanely large number of fun perks like the Parachute Cloak and Gnomish Lightning Generator, it is simply the best profession for any area of play. The Nitro Boost enchant can be used as a second movement speed cooldown to gain additional mobility in a battleground or raid and allows us to avoid what would otherwise be fatal attacks. We get access to Saronite Bombs and the Frag Belt enchant, which boost our DPS and give us a ranged attack which we can use while not in melee range. It also gives us a form of wipe recovery, which is perfect for when you're the only one left alive after a clutch Vanish. Finally, the Hyperspeed Accelerator enchant is simply an amazing bonus that synchronizes incredibly well with Blade Flurry for incredible haste-stacking goodness. All of these bonuses are offset by the fact that engineering is a giant money pit, and you'll never make any gold by selling your services.
So what trade skill should you use to complement engineering? I'd recommend either blacksmithing or jewelcrafting, as they are tied for second place in strength for a rogue. While some people have the misconception that BS and JC somehow synergize with each other; there's really no benefit to having both together besides the fact that they're both potent on their own. Blacksmithing gives you the ultimate degree of flexibility by allowing you to add two extra sockets to your gear. This means you can use any gem available to fill those sockets, allowing your profession perk to be anything from extra armor penetration to an expertise gem to bring you up to the cap.
The flexibility of two free sockets ensures that BS will trump the other trade skills, as they typically only give us the option of attack power or spellpower. There is usually some stat that has a higher Equivalency Point (EP) value than AP for us, so being able to choose the stat of our choice is huge. Jewelcrafting gives us similar flexibility by granting us access to three super-powerful epic gems. Unfortunately, these epic gems are only available in the primary colors: red, yellow and blue.
This reduces the flexibility of the JC perk when compared to BS, but it's still so far ahead of something like leatherworking that JC is clearly the next best profession in line. Technically, jewelcrafting's bonus is slightly stronger than blacksmithing's, as long as you are fine only using primary colors of gems. For example, you could add two extra agility gems in your BS sockets, yielding 40 extra agility. If you were to add three super-agility gems from JC, you would get 42 extra agility, which is clearly stronger. It comes down to the decision between flexibility and potency, with the additional fact that a jewelcrafter will be able easily sell his skills to earn a decent income.
Perks are mostly balanced
The remaining professions share a pretty identical pool of perks, which are usually a choice between bonus spell power or attack power. As rogues, we obviously want the attack power bonus, and we can expect to see about 80 extra AP added from whichever profession we choose. Leatherworkers get the extra AP from a bracer enchant, while scribes get the same AP from their custom shoulder inscription, enchanters split the attack power boost between their two ring enchants and tailors see their attack power in a proc format. Alchemy is one of the more useful remaining skills, as it allows you to save money on flasks by increasing their duration and also increasing their potency to yield, you guessed it, extra attack power. If you're not interested in dedicating large sums of time and gold into leveling BS or JC, any of the other trade skills will do in terms of perks, while each profession also has its own flavor. You can make some of your own gear as a LW, and I hear from friends that Inscription is simply the best skill to have if you intend to play the Auction House like Basil.
If you're interested in taking your rogue to the maximum limits of DPS and PvP potency, then your profession choices are relatively simple: choose two of engineering, blacksmithing or jewelcrafting. However, many rogues aren't willing to invest the time or gold in what amounts to a relatively small upgrade and choose to work on other areas of their character instead. There's nothing wrong with choosing professions that work for you as a player, and especially if your friends and guild rely on you to be their go-to rogue for potions or leather goods. If you care more about your DPS than what you can craft, you may want to start saving up the gold and resources to make a swap to one of the prime professions some time soon. It'll be much easier to level your skills in Cataclysm if you're already at level 450!