There are an almost unlimited number of ways to go with a rogue. A couple of my favorites...
The Melee rogue is a fun way to really ramp up damage. Weapon Finesse is a must for most builds.
I like TWF for melee rogues. Four levels of fighter are a big help; you get an extra attack at level 20, some extra hit points, and, oh yeah, three extra feats. Two levels of Ranger (instead or in addition to fighter levels) are also handy - free TWF, you don't really hurt your skills, and you can take favored enemy (undead) to suck less against them. Weapon spec in matching light weapons is a good way to go for the dual-wielder. Limit your penalites, use Weapon Finesse, and you only need to take Weapon Focus and Weapon Specialization once. Everyone recommends the short swords, which makes sense for a pure rogue... but I recommend kukris or handaxes instead. Slashing damage is handy. Plus, you'll be different. For skills, almost anything makes sense, depending on what you want to play as. In addition to WF and WS in your weapon of choice, you'll want Improved Critical (especially fun with the kukris).
You can also go the duelist route (whether or not you actually take levels in duelist) for melee. This works better with Complete Warrior's Swashbuckler, but, oh well. Again, four levels of fighter are handy. Use a rapier, since its a classic. If you aren't worried about being super-powerful, or you're going Duelist, use just the rapier. You can also grab a buckler, or a dagger for a main gauche. (That requires TWF to be used correctly, obviously). Skill-wise, I'd go with a lot of movement skills (Tumble, Balance, and Jump), plus things like Diplomacy and Bluff. The Combat Expertise tree is a good one for this, so get a 13 Intelligence, minimum. Improved Disarm and Improved Feint are the hallmark of a Swashbuckler/Duelist type. You'll also need Dodge and Mobility to enter the Duelist class if you choose to.
A less traditional rogue might use a big two-handed weapon. As always, fighter levels help. You might also look at Barbarian levels (rage is nice, you can get improved uncanny dodge quickly, and you get fast movement). You could even look at Paladin levels (not for thieves or assassin, obviously... but an agent of a government or religion, maybe), if you have a good Charisma.
I'll be honest and admit that I don't know as much when it comes to ranged rogues, so I'll leave that to someone else to discuss. The one thing I will say... do something different. Use a hand crossbow. In fact, I like the hand crossbow as a ranged weapon for many rogues. It has style.
If you're focusing more on thieving than on fighting, I recommend adding in some levels of Wizard or Sorcerer. There are plenty of spells in the PHB that make thieving and intrigue easier and more fun, even with only a few levels (disguise self and spiderclimb, for instance). You could also choose to focus on ray spells as a ranged rogue type, adding your sneak attack in to the damage. Arcane Trickster is a good PrC for either sort. Ray types will want Point Blank shot and Precise Shot. Stealthy types... I honestly like Sorcs a bit more for this role, with Silent Spell (and, to a lesser extent, Still Spell) to avoid detection. Extend spell is always good as well.
Another idea for spellcaster rogues is a conjurer. Bring your own flankers! Toss in Spell Focus (Conjuration) and Augment Summoning to make sure they last longer.
Race-wise... almost everyone can be a great rogue. Half-orcs really can't, but...
-Humans get an extra feat and anything for a favored class (helpful for multiclassing). The skill points are nice, as always.
-Elves get some extra weapons, bonuses on listen, search, and spot, bonuses against enchantments, low-light vision, and +2 Dex. The -2 Con hurts, though. Favored Class: Wizard isn't a bad one.
-Dwarves are generally good at everything. The lower speed is a bit of a pain, but the huge bonuses help make up for it. +2 Con is great, -2 Cha won't kill you (though you have the skills to use Charisma). And Favored Class: Fighter is great for melee and ranged builds.
-Halflings are fun rogues. When you're dealing a bunch of sneak attack dice, a slight drop in weapon damage is not a huge deal. Also, note that spells don't drop in damage based on size, so they're fun ray-types. +2 Dex is awesome, -2 Strength... again, you have sneak attack for damage. Small size is handy for rogues, and there are plenty of nice skill bonuses (not to mention the saving throw bonus). And favored class: Rogue is perfect for multiclassing.
-Gnomes, in my opinion, aren't quite there with halflings, but they're still fine rogues. +2 Con is helpful, and all that I said about size and strength above still holds true. Favored Class: Bard isn't very helpful, unfortunately. For fun, go with a Gnome Rogue/Fighter with a hooked hammer.
-Half-Elves are actually not horrible. They retain the +2 bonus vs. enchatments, and they can put their skill bonuses to good use. Low-light vision is helpful. And they have favored class: Any. If you're going with something a bit odd for a multiclass and you want low-light vision, they work.
-Half-Orcs aren't great. +2 strength doesn't help as much as it does for, say, fighters. Darkvision is handy. -2 Intelligence and -2 Charisma both hurt.