Enchanting is the first step
The earliest profession (in WoW at least) is also home to some of the most unique gear customization available. Weapon enchants have specifically become quite interesting over the past few iterations, and I'm always looking forward to what Blizzard will come up with next. Enchants are also the easiest way to increase your power at the beginning of an expansion, as the relative power of each enchant is greater when compared with your current gear.
What's important to remember is that enchants are not created equal. Many enchants are significantly better than any other options, and so often there is really only one clear choice for what you want to pick. The other potential issue is cost, especially in these early weeks of Cataclysm. Maelstrom Crystals are nearly impossible to find and will cost you a fortune from the auction house. Sometimes you have to settle for the second-best enchant, and that's okay. I would never pay hundreds or thousands of gold to enchant a piece of gear I'm going to replace in a few days either, simply because the return on investment is so small. A 1% upgrade may be worth 1,000 gold, but only if you get to use that 1% for a while.
Some enchants are simply too expensive
When talking about weapon enchants, there's an obvious front-runner: Landslide. The only issue is that the enchant requires five Maelstrom Crystals, and that's per weapon. With MC prices in the thousands of gold, Hurricane is the much cheaper alternative. If you're an assassination rogue and you're really trying to pinch pennies, you can put Avalanche on your off hand and Hurricane on your main hand. Otherwise, stick with Hurricane on both weapons, and you'll be set.
As I mentioned in a previous article, Ramkahen is where you'll find your helm arcanums, and the Therazane vendors have your shoulder inscriptions (with the appropriate reputations, of course). You'll want to pick up a Scorched Leg Armor kit from a leatherworker, especially since the epic alternative, Dragonscale Leg Armor, is still pretty expensive on most servers. Finally, if you've got a decent belt, you can pick up a Ebonsteel Belt Buckle to add an extra socket. With a name like Ebonsteel Belt Buckle, I get a mental image of a huge, Texas-style belt buckle with some metal band's logo on it. Note that engineering tinkers and the belt buckle stack, so feel free to use both.
For actual enchants, we typically want to focus on picking up our favorite stats. This usually means picking agility, as you'll see when you enchant your boots with agility and chest with stats. You'll pick up cheap haste for your bracers, since the better version is very expensive. While critical strike chance for your back is the only new enchant that we'd want on a cloak, it's way too expensive, and so you'll likely grab the old agility enchant instead.. Your glove enchant can vary based on your spec, with the options being haste for Mutilate and haste / expertise for combat. Ieatpaperbag, formerly from my home server, has made a couple of great threads on Elitist Jerks that have all of this spelled out in detail.
Agility rules our gems
Let me say this first: It is never worth it to use a non-agility gem. If you're putting a gem into your gear, it should always be either pure agility or an agility-hybrid with another stat. Agility is far and away the best stat we have available, and there's no reason not to have agility on every gem. In fact, agility is so good that it's often not worth it to pick up socket bonuses unless they're also agility. Blizzard redesigned the four core stats to be integral to their respective classes, and agility is no different.
You'll be using Delicate Inferno Rubies in every single red and prismatic (non-socket bonus) slot, as well as in any slots with weak socket bonuses. Assassination rogues can use Adept Ember Topazes to fill their yellow sockets with good bonuses, while both specs can use Deft Ember Topazes as well. Considering that the only good "blue" stat is hit, you'll want Glinting Demonseyes in any blue sockets that yield a significant socket bonus. Consult a spreadsheet or use EP values to figure out the value and cost of each socket bonus to determine what your course of action should be.
When talking about meta gems, everyone remembers the good old RED, or Relentless Earthsiege Diamond. Unfortunately for us, Blizzard broke the requirements on this meta pretty badly, and now it's unusable. We've been promised that they'll be fixed, and until that time, just use a Destructive Shadowspirit Diamond or Fleet Shadowspirit Diamond instead. It's sad that a Fleet Shadowspirit Diamond's mastery is so good for assassination that has Quickening, yet so poor for combat, which actually has a use for a run speed bonus.
Reforging is simple
Here's the secret to reforging your gear: take the worst stat on the gear and turn it into your best stat that is not already on the gear. If the gear has your two top stats on it, then no reforging is necessary. Always reforge away from the worst stat and into your best stat. Now remember that your worst and best stats will vary as your gear up, particularly near the hit and expertise caps. You should reforge every non-optimal piece of gear you have, which will be many slots. The cost is minimal and the performance gain can be huge. Consider that hit rating (to the yellow cap) is nearly twice as good for combat as mastery rating is. By simply swapping the stats around, you can turn a terrible piece of gear into something passable. Reforging doesn't fix everything, but you'll end up with fewer "dud" pieces of gear once you're through.
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Cataclysm rogue basics, dig into new rogue mechanics, and gear up for heroics.