Rogue's can generally make more zeny, faster. So I'd usually recomend that newer people go rogue.
Sin's can get hard to level, once you get them up to around 80 or so. It can be a bit of a pain.
Rogue's however get easier to level (I think anyways) Due to the fact that when you're a higher level, you get access to the
Plagerize skill. That means that you can mob monsters alot more efficiently then a Sin may be able to.
Then again, I've personally never been much of a fan of the Assassin class.