I must say Rogues are great for leveling for me anyways and i have lvl'd a warrior/priest/mage/rogue to lvl.70 but by far i enjoy my rogue the best because alot of quests you can do very easy due to this lovely thing called stealth.
Id say Combat Swords would be a nice build maybe till lvl.50-55ish then may have to switch to assanation with some points in Combat Still for a longer gouge and dodge rating

but as soon as your rogue hits 68-70 i really really recommand Subtelry/+3 imp evist+5 Malice in assassination because it come in handy since at this level you will be doing many instances, raids and PvP and you will make use of Imp Sap, Shadow Steo and all the other great things they added for rogues in subtlery spec + also be using daggers in main hand. Im currently using the Epic scryers dagger and some nice +agy +stam +crit gear which is makin me do some nice 3-4k crit ambushs and very nice backstabs.
But at your lvl'n from 30-40 on the classes i tried always seems to be a hard one unless using Joana'z horde leveling guide

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so.. lvls 1-50ish Full Combat + 5 Malice is assination
50-68 asssin + some combat for gouge
68-70 mostly Subtlery spec'd with Daggers which pwn in my opinoun