I too am really enjoying my current Rogue/Warlock character. We are at 9th level, and I have 3 levels each of Rogue, Warlock, and Fighter. I have previously played an Arcane Trickster and Eldritch Knight, but this seems to fit my concept of a martial character with some magical talents much better.
I went with Chain and Old One, Misty Visions and Voice of the Chain Master. These provide really top tier scouting abilities! With Awakened Mind I can share a "cartoon version" of what I am seeing through the Imp familiar with all my party members, thus including the other players in the extensive scouting and tactical set-up parts of the game sessions. This is huge, and lets us dictate the terms of many battles. Of course, the monsters sometimes still achieve surprise but it is us doing so much more often.
We make extensive use of Misty Visions. Before a battle, creating a "fog box" with the color a bit odd so my pals recognize it (our DM lets them get advantage on their Int checks to see through it) lets us fight with some advantage in the early rounds. Dissonant Whispers has been really handy a few times, and Invisibility and Hex are nice options, but in truth the spell slots have gone mostly unused lately. Hex competes with both Cunning Action (bonus action) and Misty Visions (concentration). In combats I have been mostly sticking to providing missile fire support.
In the martial classes I went with Assassin and Battle Master. I enjoy opening the fight with a crit or two when I can get away with it, and the (most recently added) Superiority Dice have been really fun so far! I can turn a miss into a hit, and/or lob an extra damage die on top when my hits are feeling too small.
Next level I plan to get the Sharpshooter feat, and after that I am torn between the overdue Dex bump or the 5th Fighter level for two attacks. Of course, this is only if we live that long....