Rogues! I love them, they've been my favourite class since I started playing the game (around 10 years if you're curious). I've played as 'pure' rogues, and rogue/wizards, and what I've found is that the setup actually works better if you're using an elf instead of a human.
At least with my style(s?) of play.
To explain, I dual wield with either a longsword and shortsword or two longswords. This works great for sneak attacks, and for holding your own if you play your dex and ac right. Up to a point of course, and you're a rogue so you really shouldn't be getting surrounded for too long in the first place.
'> That works well, and you can do all sorts of sneaky/useful things while the tanks do their job and someone else focuses on healing.
Whenever I've added spells to the mix, even if I select close range ones, it tends to put my character in more danger. They're great if you're distance casting, or can sneak in close and pull off a debilitating move before you're noticed. Satisfying too when done right, but tricky to do right. I agree with Lowlander as far as HOTU goes though, I've yet to play a successful rogue/mage there. I'm not saying it can't be done, but it wouldn't be my first choice personally.
In the end it depends. If you're set on doing this I'd recommend that level 5 might be a good choice, though I wouldn't take the wizard levels past spell casting level 3 (you get some great spells by then, without impacting on your rogue character too much). Also once you get to about level 15 as a pure rogue it gets really boring from a levelling perspective anyway for a while.
More rambling than I'd have liked, but I hope that helped a bit.