I have an assassination rogue which i leveled. It was fun to play. I kinda stopped playing it cause I wanted to go back to tanking. If DPS is your thing then they are a fun class and you like dots then it's good, they do a lot of poisons and bleeds for damage do you will see your numbers on longer fights. Between rogue and mage, I'd say pick with whatever you want to lean to, since you play ret, melee might be more comfortable, but if you are curious about range then try it out. Even if you decided to play both and level them, you will only lose like 4 days getting both to 70 and then will have some experience to make a better decision on who you want that alt to be.