I keep meaning to get into this. So, lemme ask you guys for some advice about what class to play as.
What is a rogue going to do for me that other classes won't? It's a party-based game, right? So, even if I'm good at sneaking, other players will give our presence away.
Do mage spells duplicate (or eclipse) rogue capabilities as they often have a tendency to (q.v. Elder Scrolls IV: Oblivion)?
I'm leaning towards mage because otherwise I would have just stuck with the console version, but I love sneaking through dungeons and setting up ambushes, so rogues have appeal as well.
Locks and traps are a big part of DA, and wizards and fighters never gain any ability to beat them. As with any class, you can get an NPC rogue to do that, but having a main character rogue allows access to more stuff sooner (and a bit of extra XP since locks and traps are worth a significant amount of XP and there are some in places where you don't have a party yet or the party is unavailable).
Pickpocketing is not essential but handy; you can basically pick one random item per NPC. This adds up to a significant money boost if you spend some effort doing it and occasionally something more useful.
I've never tried sneaking, but you can break apart from the party. Sneak attacking is very useful, because like D&D it works when you're flanking (each creature has a flanking zone indicated on the screen so it's easy to find). A combat-oriented rogue with two weapons can deal excellent damage, and nobody is immune to sneak attack in this game.
Rogues are also pretty good at getting high defense. It's hard to make monsters consistently miss you in this game but you can do it with a rogue.
Bottom line: mages don't replace rogues. There's no Open Lock or Invisibility or anything similar. Mages are special because they do area damage, better status effects, and healing.
Mages are extremely useful because there are limited NPC optoins available (for in-game reasons) and because healing is powerful in this game and because there are many very different but good spell trees. There's even ways of making a very effective "gish" (called an arcane warrior) that has constantly active self-enhancement spells.
If anything, I would say fighters make the least interesting PCs but you can build very good ones. The thing is there are a lot of decent NPC fighters, two somewhat flawed rogue options, and two decent mages (and you should have at least one rogue and two mages in your four-man party).