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1. I notice that my hits are missing my target more often than I'd like. In addition, it seems like the mobs are dodging more than I thought they would. My brother says this is the way it is for lowbie rogues until I start accumulating some +hit gear. - but when should I expect that? I think it might be a gear check for me... but, either way: any thoughts? (I'm talking about even-level mobs, or mobs within two levels of me.)
When first getting dual wield, yes, it will be a pain in the **** to hit mobs. It's not as satisfying to grind when a good deal of your swings doesn't even hit, but that's the deal for lowbie rogues. You have a 24% chance to miss on even-leveled mobs, but even taken that into consideration, we do sick dps and always top the charts (given you are combat specced).
I have leveled two rogues past lvl 50 now, and my solution to the hit problem was to grind on green mobs. Your effeciency will increase dramatically because downtime goes down too, but it requires you to always stay "ahead" of your zone, level-wise. The first hit gear you are gonna get your hands on comes relatively late in the game. Blackstone ring from Mara (req. lvl 49) and Rune of the Guard Captain quest reward trinket from Hinterlands (lvl 50'ish) is probably gonna be your first +hit pieces.
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2. How good is the mage / rogue combo? My bro was thinking about switching over to his hunter when we get to 35ish. (Neither one of us want to be a healer - he has a 70 holy priest, and I have a 70 resto shaman). As far as these two classes are concerned - and specifically in a grouping / leveling scenario - are we going to love the insane DPS, or get frustrated with our one-sided capabilities?
Seeing as most classes can solo all of azeroth (not counting instances) without a problem, any duo will do. Questing and leveling casually doesn't really require a healer anyway, so I don't think you can really get a better combo than mage and rogue. You got yourself an amazing plow team right there bud. Don't let your friend replace his mage with a hunter (unless he really want to). Hunters are BORING and not that useful end-game anyway. They aren't very groupfriendly either. Mage and Rogue is as imba as you get (rogue and tank is also magnificent!).
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3. From my perspective while playing and leveling my shaman, I always envied the rogue class, and wish I could do the single-target DPS which that class can do... however I talked to my arena partner who said that leveling w/ a rogue was a pain in the @$$ because of adds and other issues... simply: how is leveling with a rogue? Either way, I'll stick with the class, I like being a sneaky bastid.
A combat specced sword rogue is the fastest leveler out there, assuming you are decently/optimally geared (I believe so, as you got a main to send you some $$$).
I find leveling a rogue to be very easy and very efficient, just make sure you got a MH with high/highest top-end damage at all times for your level, and that you pack a lot of stamina too. Powerleveling first aid will also help you tremendously. Having heavy mageweave bandages at lvl 20 and Netherweave bandages at lvl 36 is just awesome. Keep the highest rank of instant poison on BOTH weapons at all times and it should be smooth sailing. If you enjoy running instances there is a ton of good BoP rare rogue gear to get, so you don't burn your pockets on expensive epics on the AH just to get to a decent level of potency. (like you tend to do with warriors/pallies/shammies/etc).