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In my opinion, the biggest plus to running a DW Rogue, besides the ability to open lockboxes and disarm traps, is the Duelist specialization. It just works better as a role playing approach. Duncan is likely a Rogue; and I'm pretty sure that Aragorn from LotR would be too; so would Bond. It's fun.

If you go Rogue, consider breaking with convention (no pun intended) and placing Talent points into the Deft Hands line only from the Rogue branch, and then the rest into the Dual Wield branch and into Duelist. This will make backstabbing much harder and not as effective (which isn't necessarily a bad thing, from an RP perspective), and one doesn't use Stealth at all (which breaks immersion for me a bit anyway).

With attributes focus on STR as much as DEX and CUN, since STR will boost attack and damage. According to the Rogue Mechanics Explained thread, one needs a score of approximately 60 to open every chest and disarm every trap, and a score of approximately 100 to pass every dialogue option. So just take CUN high enough to pass these with whatever is invested in Deft Hands and Coercion and balance the rest in STR and DEX.

This is just an opinion, more from an RP approach rather than with building a power character.