After thief you can choose either to become an assassin or rogue.
Neither is better, neither is worse. It depends on your preferences.
Assassins can wield katars or 2 daggers (one dagger in each hand), They have access to lots of poison skills (search for the useful links thread to find a link to better descriptions). I don't know much about assassins, since I play my rogue as a main. (I do have a sin, but never use it)
Rogues can wield a dagger&shield or a bow, they get strip skills (removing equipment from an enemy), plagiarism (copying a skill), backstab style skills (you hide and do a sneak attack). You also get a for fun skill called graffiti, which allows you to write on the floor (costs one red gem). There are some other skills that are not that good to use.
If you decide what you want to have as a main you can come join the guild I'm in. We're a non-WoE firendly guild. Visit us at
http://www.wiistyle.co.uk/aesir/index.phpMake an account and post in the guild recruitment. We have an awesome sinX in our guild that can help you better if you choose for assassin. As well as more experienced players that can help you out ^^