Al said:
Two-Weapon Fighting
Improved Initiative
I absolutely, unreservedly agree with this. Imp Init needs to be first on your list, followed either by TWF or a serious commitment to a ranged combat tree.
While spiked chain rogues are reasonably deadly, I have found that the investment into this weapon is not worth it without several levels of fighter. Given that straight rogue is such a good class (skills, SA, higher levels give you great abilities like slippery mind, opportunist, etc.), I'd say just capitalize on the rogue's main combat ability: sneak attack.
Mind you, I tend to prefer a ranged combat rogue throwing daggers, since while uncanny dodge does negate your SA ability, you don't need to worry about flanking and you can't be full-attacked in return except by an archer. If you go ranged, I'd suggest Imp Init and Quick Draw as your first feats, followed by Point Blank Shot at 3rd level, Rapid Shot at 6th level, and then Precise and Improved Precise Shot later down the line. (Being able to ignore concealment makes you a VERY deadly sneak attacker, since concealment is perhaps the cheapest way for your opponents to avoid SA in general.)
I would actively
not suggest Combat Expertise or Weapon Finesse. Your BAB is not good enough to make Combat Expertise worth it except as a prereq for Improved Feint, and Improved Feint just isn't that good. You're better off going first and full-sneak attacking against a flatfooted opponent than feinting. If you really want to be a feint specialist, and non-core books are available down the line, go with the Invisible Blade PrC from
The Complete Warrior, which gives you an even better version of Improved Feint as a PrC ability.
As for Weapon Finesse: Even assuming you qualified for the feat, you don't get enough mileage out of it. Even assuming you bump your Dex to 18, the feat confers at most a +2 bonus to hit; nice, but not commensurate with the benefits conferred by other available feats.