Rogue talent builds are generally good for levelling with few changes in Cataclysm. Assassination and combat talents provide excellent damage skills whilst subtlety provides you with more ability to survive. All of the potential rogue builds are viable but it can help to research which one best fits your playing style.
The racial skills you decide on will affect whether your character is better for PvP or PvE. For PvP, undead, humans and gnomes have excellent escape abilities. Blood elves come equipped with an extra silence ability. Orc and Troll berserk abilities can be useful as a rogue and the new races come with their own unique skills. Worgens gain an increased 1% crit chance and Goblins provide you with 1% haste.
For PvE the extra weapon expertise provided by humans, dwarves and gnomes can be useful, whilst the extra Worgen crit chance is still a healthy bonus. The orc enrage ability combined with expertise makes this race a good choice, whilst the troll berserk ability increases attack speed.
As so many races have skills suitable for a rogue it is best to choose one that compliments your playing style. There are subtle differences to the non combat racial bonuses available so it may be best to check the full list of skills available. Generally the only best choice will come from how you personally play your character.
The weapons your character will use will depend on the talent build you have chosen. It is generally recommended that rogues use a slow and high damage main hand weapon combined with a fast and high dps offhand weapon. Maces are generally the best main hand weapon whilst the fast speed on daggers makes them a good choice.
Glyphs and professions can help boost your strengths so should be chosen depending on your talent build. These can help to speed up your levelling slightly but do not give a significant bonus. The best professions are generally gathering professions rather than crafting. Mining gives a slight boost to stamina, skinning a slight boost to crit chance and herbalism adds a heal that boosts haste. These also prevent the need to buy costly crafting materials and allow you to make gold while you level.
Once you have your character created you may want to think about gear. Rogues need stamina and agility and critical strike rating is available at higher levels. Most gear for levelling can be found from quest rewards, dungeons and on the auction house. Once you have your character prepared it is time to start thinking about a World of Warcraft Rogue Leveling guide to boost your rogue and help you level as fast as possible. With the increased experience bonus available for guilds it can help to play with friends too. All you need is Dugi's Ultimate World of Warcraft Guide.