Abilities>Weapons>>>>>Armor.
Abilities will help you out more than anything(don't buy Feint though, its useless).
Weapons are the main focus of a rogue, it increases are damage more than any other piece of gear.
Armor is replaced quickly and doesn't provide too much of a bonus for us.
As a rogue you'll be killing things quickly and so ideally you shouldn't get hit too often. For leveling the stats you're going to want are AGI and STA. AP is also good.
Don't worry about spending money on armor though, questing will gear you up just fine.