Thats if you want to play a strict rogue... in a classless game.
I play a hybrid fighter with rogue skills and he uses a dagger and a shield. Or sometimes an axe or a sword. Depending on what i fancy or need.
I found hybrid rogue/warrior completely useless build, but maybe i was wrong. Battlemage was working pretty well for me, rogue-mage wasn't so bad, but rogue-warrior... Any tips how to play that hybrid?