There is nothing wrong with leveling Sub, hell I even prefer it now. My first character was a Rogue and I leveled him via Combat a couple years ago. It was fast, efficient and served me well. Flash forward to now and after gearing up my Warrior with Heroic Gear and items, found myself with a hundred or so extra Emblems of Heroism and wanting to level a rogue (on PvP server now..horde side...so couldnt transfer my first rogue over as he is alliance). I used the Emblems of Heroism to purchase the weapon, trinket and shoulders and used Stone Keeper Shards to purchase the other weapon and trinket.
I leveld to 30 as combat again and decided to give Sub a try. They had moved some talents around in certain trees and it really didn't look that bad. At 30, I switched to Sub and have been loving it ever since. Rogue is now 37 and levels are flying by, plus I have the added protection of being sub on a PvP server. Instance and dps wise it may not compete, but for pure leveling purposes, it is fun and efficient! It definately makes you feel as though you are playing a rogue. Give it a try - it really works well.