I'd suggest Eladrin or even Human rather than Half-Elf. Sure, you get one at-will power as an encounter power as a half-elf, but the "thief" part of Fighter-MU-Thief is going to be done primarily through skills like stealth, thievery, and perception. The more skills you can get, the better. Eladrin can take any skill as a bonus skill and inherent bonuses to Arcana, plus a Dex bonus and Int bonus that will help with those areas (a dex bonus will help your stealth, thievery, etc.) Humans only get an extra class skill, but they also get an extra feat you can use for either your skill training, ritual caster, or multiclass feat.
Eladrin swordmage, ritual caster or a rogue multiclass feat at level 1, use the bonus skill for either thievery, stealth, or perception. If you take the core rogue multi feat and get your sneak attack once per encounter, the fey step racial will also make it easier to position yourself for a flank on the spot (the teleports on an assault swordmage don't hurt, either. For instance: Mark, move to concealment, hide, monster attacks an ally, you teleport to it as a reaction and use your assault with sneak attack.) Use the 2nd level feat for one of the other skills you want to take, or if you used the 1st level feat for a skill or rogue multi, take ritual caster at 2nd, and you should be well on your way.
If you really want the "old school" feel of a Half-Elf F/MU/Th, consider that everything character-based in 4e is done with flavor... just say that your elvish side bred true, although you have a human ancestor somewhere in your background.