There are a number of routes you can go (as obvious by the various suggestions thus far), but I'd actually recommend acquiring the 'thief' element via feats/skills rather than multiclassing.
For something the most thematically appropriate, I'd say a Fighter/Wizard or Wizard/Fighter would be a good base. As you level, take the appropriate multi-classing power swap feats, while also investing in Skill Training to pick up relevant 'thief' skills. At Paragon, Wizard of the Spiral Tower is an excellent blend - and feat-wise, you can start taking Evasion, Uncanny Dodge, Lightning Reflexes and other feats that give you the feel of a rogue without having to actually be one. Assuming you can qualify for them - the downside of this build is having to spread your stats pretty thin, especially as a half-elf... mechanically, eladrin is probably a better choice.
Going Fighter muticlassed into Wizard gives you a much stronger base to build from - better hp, proficiences, etc, and probably more effective class features. On the other hand, it is somewhat slower to actually blend spells and melee, since you have to wait to get your power swap feats for consistent arcane power. Half-elf, with Dilettante, helps somewhat with this.
Going Wizard multiclassed into Fighter, on the other hand, lets you feel truly multiclassed earlier on - since you can always rely on basic attacks to wade into melee, while using your full arsenal of wizard spells. Your AC should remain competitive with a good enough Int - but you do need some investment in feats for armor and weapon proficiency (though some races, like Eladrin, can help with that.)
If you are looking for more mechanically powerful options, Warlock is probably a good choice for the arcane side, especially for the Half-elf. The downside is less area effect powers to really give you the feel of blasting enemies with a fireball. Interestingly enough, Paladin/Warlock with the right feats manages to let you very effectively blend arcane/divine/melee/sneaky into one surprisingly capable hole! Swordmage also obviously makes an excellent choice, and lets you really focus your stats much more easily.
For something the most thematically appropriate, I'd say a Fighter/Wizard or Wizard/Fighter would be a good base. As you level, take the appropriate multi-classing power swap feats, while also investing in Skill Training to pick up relevant 'thief' skills. At Paragon, Wizard of the Spiral Tower is an excellent blend - and feat-wise, you can start taking Evasion, Uncanny Dodge, Lightning Reflexes and other feats that give you the feel of a rogue without having to actually be one. Assuming you can qualify for them - the downside of this build is having to spread your stats pretty thin, especially as a half-elf... mechanically, eladrin is probably a better choice.
Going Fighter muticlassed into Wizard gives you a much stronger base to build from - better hp, proficiences, etc, and probably more effective class features. On the other hand, it is somewhat slower to actually blend spells and melee, since you have to wait to get your power swap feats for consistent arcane power. Half-elf, with Dilettante, helps somewhat with this.
Going Wizard multiclassed into Fighter, on the other hand, lets you feel truly multiclassed earlier on - since you can always rely on basic attacks to wade into melee, while using your full arsenal of wizard spells. Your AC should remain competitive with a good enough Int - but you do need some investment in feats for armor and weapon proficiency (though some races, like Eladrin, can help with that.)
If you are looking for more mechanically powerful options, Warlock is probably a good choice for the arcane side, especially for the Half-elf. The downside is less area effect powers to really give you the feel of blasting enemies with a fireball. Interestingly enough, Paladin/Warlock with the right feats manages to let you very effectively blend arcane/divine/melee/sneaky into one surprisingly capable hole! Swordmage also obviously makes an excellent choice, and lets you really focus your stats much more easily.
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