What I want to create is a Fighter/Rogue who can steal everything in plain sight and sneak around.
I am still thinking about my 2nd character, but I am leaning towards a mage, who might have some rogue-ish talents as well, but I am not sure yet?
Fighter/rogue doesn't synergize all that well if you're not planning to use daggers. You can do it, of course, but for combat purposes you'll probably find that having to dump points into Dex (which isn't as helpful for a non-dagger melee fighter as strength, speed, or perception, I don't think) makes you a little weak until you either get good items or level enough to cap STR anyway. Backstab damage is nice, but it doesn't compare or even hang out in the same neighborhood with a two-handed Flurry or Whirlwind.
Nasty Deeds really isn't all that good, overall, honestly. A two-hander is almost as good a lockpick as an actual lockpick, and if you have someone who can do crafting, you basically have unlimited money all the time. Also, though I haven't tried since the last patch, Pickpocket was capped at a rather low value (700? 900?), thereby greatly limiting what you can steal. So Lockpicking and Pickpocket are less useful than they might be. Stealth isn't bad, it really isn't, but Invisibility is almost always going to be as good or better.
If you want to go into the DEX arena, I think you'd be better served with supplementing melee with Marksman. Bows give you such great freedom to manipulate the environment that the direct damage dealt isn't such a big deal.
If what you want to do is roleplay at the cost of optimization (and good on you if so) then you can make a rogueish lone wolf pair work. The extra health will really help you stay alive and doing damage in the extra rounds combat will probably last. But you might want to play on normal difficulty to get a feel for it. As mentioned above, that's not a very optimal build you're considering.
