If you're planning to level a rogue, I highly recommend copying the Turn Undead Skill, and fighting Anubis's. You can 1 shot them, and they give outrageous amounts of exp. I leveled my rogue 55-90 on Anubis's in one day (with the 2x exp event). However, you'll need undead armor in order to make Turn Undead hit you to copy it.
As for Fun factor, Rogues are tons of fun. Theyre a diverse class that can do alot of different things. Stripping is their best tool PVP wise, and with a DD Comp bow and a lot of Dex, you can be a real threat. In PVM, they can use bows and daggers, and you can copy useful skills such as Raging Trifecta Blow, Crimson fire formation, or Storm Gust to help you out.