I have found the rogue to be very powerful as well. But I don't rush him into the combat. I normally use Fast Track the first round and just press space to end his turn and save the action points. The other members summon a couple of monsters (spider and fire elemental) and put them in front. Next turn I use Wait on my rogue to move last that turn. This gives me a double turn where the rogue is hasted. I can move in and normally kill one or two enemies (using backstab) in that double turn and move to safety. Try using the double-turn trick, it makes it much easier.
