For my twink I used the guid here http://www.wowwiki.com/Rogue_twinking_guide
The main thing is not to get cheap while making your twink, go all out, and yes it will cost a TON of gold. And sorry to contradict the person above me but fiery is crap for a twink rogue. Go crusader and +15 agil or +15 agil on both weapons (I hear lifestealing is decent as well.)
I use Outfitter to change weapons automatically. When I'm stealthed I have Assasin's Blade w/ +15 agil in main hand and Cruel Barb w/ +15 agil in off-hand. As soon as I unstealth my weapons switch to Shadowfang w/ Crusader in main hand and the Assasin's Blade w/ +15 agil in my off-hand. For trinkets I would go with Insignia of the Alliance and Arena Grand Master, still trying to get these myself.
I hope this helps you, here is my twink's armory if you need it.
http://www.wowarmory.com/character-sheet.xml?r=Blackrock&n=Kudo