1 - Rog1: Combat Expertise
2 - Rog1/Ftr1: TWF
3 - Rog1/Ftr2: Weapon Focus (Dwarven Urgosh), Dodge
6 - Rog4/Ftr2: ITWF
9 - Rog7/Ftr2: Sense Weakness
12 - Rog10/Ftr2: GTWF, Special Ability (Improved Evasion -- since that's what everyone gets)
13 - Rog11/Ftr2: Sneak Attack +6d6
Notes:
*This is a fighting-heavy build, but I don't recommend Rogues get into melee combat too much due to low HD. Dodge was kind of thrown in there, but could be replaced with Combat Reflexes in order to take advantage of a high Dex. Or Improved Initiative since combined with a high Dex makes sure you go first in combat. Improved Feint is nice, especially at low levels too.
*Sense Weakness is an awesome feat from the Draconomicon. Alternately, replace with Improved Critical, since the DU only crits on a 20.
*I started with Rogue first to get the x4 skill point boost.
*If you want more combat, take more levels in Fighter, take more feats. Power Attack is nice with double weapons since you can alternate between TWF and 2-handed weapon.
*Don't bother with Two Weapon Defense. Go for the Ring of Force Shield or similar as soon as you can.
*I only made the build to 13th level, but if you're wanting to go combat, then get at least 2 more levels in Fighter. Boost your BAB up to +16 so you get 4 attacks by level 20.