Leveling in the spec suit is you best are what are going to allow you to do the most efficient leveling and Anarchy credits making. Many people say that combat is best for leveling but there are other specs that allow you to do quite significant damage. Assassination has some awesome crit is for leveling and sub will allow you to quest much more efficiently and avoid mobs that you would have to take down if you were a different spec. If you go sub or assassination, you can also quite easily Player vs. Player whenever you feel like it.
They can increase their attack speed on a low cool-down. Undead Rogues can become completely I immune to all fear and charm effects for about 15 seconds, which is great for going up against Warlocks; making them almost completely useless against you. Blood elves are up for debate about Rogues, but their ability to silence everything in a radius is nice for both Player vs. Player and Player vs. Environment.