Agility and Stamina are a rogue's primary stats. Other than that, +AP is nice
(especially for combat builds), +crit is good (better for certain builds like mutilate), and even Strength is useful (it adds to AP, but not to dodge, crit, and armor like Agility).
Wicked leather is a great set for rogues. Keep an eye out for the
Thick Draenic set as well, once you hit 300 (and somehow get to Shattrath).