Rogue/Sorcerer spell selection
You didn't say how you were planning on weighting your choice of Rogue and Sorcerer levels (more Rogue than Sorcerer, or vice-versa).
Certainly, a rogue with a couple levels of sorcerer should be picking spells very differently than a sorcerer with a couple levels of rogue.
If you're only dabbling in sorcerer, you're probably only looking at 0- and 1st-level spells (buy wands/scrolls for more powerful spells). Stay away from spells whose effects rely heavily on caster level (such as magic missile). The utility of light (or dancing lights), mage hand, and detect magic make them all but mandatory for the rogue/sorcerer. Sleep's great for taking out guards without bloodshed. Mage armor's great up through mid-levels at least, since you can go without armor (which helps many of your skills). (Shield's less useful because of its short duration; if you must have it, shell out 750 gp for a wand.) If you're planning on interacting, charm person's a must. Change self is pretty good. Spider climb's handy for those hard-to-reach treasure hoards. Oh, and don't forget ranged touch attack spells, like ray of frost--they're great for carrying your sneak attack! The most important thing to remember is to select only those spells that you expect to cast almost every time you adventure--for anything else, buy a wand or a scroll.
On the other hand, a sorcerer with a couple levels of rogue makes a potent character (that's what I'm playing in Monte Cook's "Ptolus" campaign). With the right support spells (cat's grace, endurance, haste, improved invisibility) you can be a monster in combat. Magic missile is a must--to paraphrase Ferris Bueller, for the mid- to high-level sorcerer, it is so choice. Again, make sure you're picking spells with high utility, and don't pick two spells of the same level that do the same thing (two offensive, two defensive, etc.). If you've already got magic missile, don't take burning hands, take shield instead. Your really tough choices come when you have the option of taking a spell for which a greater/improved version is sitting only a couple levels away. Unless you're advancing levels quickly, just take invisibility at Sor4, rather than putting it off until Sor8 (and improved invisibility)--who knows if you'll survive that long anyway?
I think you've found a great class combo with rogue/sorcerer, but you'll have to make some tough choices along the way. Good luck!