The only reason why people take Lae'zel and Shadowheart so often is because Cleric and also Fighter are such strong pure classes. Which by the way is true for the original rules, too, if not even more so, especially for Fighter beyond level 12.
This doesnt apply to Rogue at all, their implementation is unfortunately lacking compared to the original definion, which is why you probably want to multiclass Astarion if you want to travel with him. A really strong combo is for example Gloomstalker Ranger (9) / Assassin (3); even stronger maybe Gloomstalker Ranger (5)/any Fighter(3)/Assassin(3) and the final level to either Fighter or Rogue for an additional feat (Fighter gives one single additional hitpoint while Assassin(4) is usually available sooner).
ANY other domain is better than Trickery, which was also poorly implemented and falls strongly behind all other domains. Otherwise the domains are very well balanced. Nature for example has some real Druid goodies you get to enjoy without actually having a Druid in group. War of course gets extra attacks, though only a limited amount. Etc.
Storywise Lae'zel doesnt have much going on after you've visited the Creche. She probably has the least story.
