Mmm skill-monkey builds.
You can get weapons further enhanced; in general, you pay the difference between the new cost and old cost. YDMMV (your DM may vary)

So, taking a +1 dagger to a +1 flaming dagger would cost (8000 - 2000) = 6000 gold. Note that the +1 equivalents add up; it'll get very expensive.
If you want to use TWF, you need to full-attack to get the benefits. If you do that, you're spending at least one round sitting next to the bad guy. It can _sting_.
In general, the best way I've found to play a rogue is to decide how you're going to get your sneak attack, and let that guide your combat style (and feat choices). I'm not trying to convince you not to play TWF; more to show other options.
I've seen or played the following rogue combos:
Archer, full attack, attacked flat-footed enemies. Started with hide and firing every other round; now has a ring of blinking. Took a while to get the ring.
Archer/Melee, single attack, attacked FF enemies. Went Shadowdancer to get HiPS.
Melee, TWF short sword, flanker. Took a lot of punishment, but ouch.
Melee, Dagger-flurry, Invisible Blade-bluffer. Hasn't seen a lot of action yet (high-level one-shot), but managed to not get flattened by the raging barbarian
Another option, actually, is go the Spring Attack route. Get in, slice, get out. Play up Mobility and Tumble, and try to get your land movement speed up.
Finally, see if you can convince your GM to let you either have Weapon Finesse at 1st or hang on to the feat until 2nd when you fulfill the prereqs. Neither are RAW, but your dex is likely to be a _lot_ higher than your str, and I've always been annoyed that baby rogues spend the first two levels with jack and suddenly get this _huge_ bonus to hit.