Tumbling to flank for sneak attacks is the combat style you need to master, but that's been said.
Rogues are also the most creative combatants. A rogue needs to do more than just move into range and swing an axe - there's always the effort to find an exposed flank that doesn't put the rogue in too much danger. Take advantage of all of the rules -- when you get into trouble, fight defensively or go total defense until someone can come and help you out.
ALSO: you may be tempted to multiclass -- either with Fighter, for a quick feat or two, or with Ranger, for the ambidexterous/two-weapon combo virtual feats - and both are decent options, but the distraction from your advancement as a rogue may not be worth the price. If, for example, it's a choice between a level or ranger for the extra offhand attack and a level of rogue that provides the extra 1d6 of sneak attack (really .5d6 per level, but you know what I mean) remember that you're going to be tumbling into attack position most rounds, so you won't get that extra attack anyway.
I think the biggest challenge with rogues is the contradictions of the class. You are an expert at sneaking around, and for that you very often need to be on your own, but you're also only able to fight to your full potential when you can get flanking sneak attacks - which means you need allies in combat. So half the time you need to be a loner and half the time you need to be a part of the team.
The other thing about rogues is personality. More often than not, if one member of the party gets into trouble and puts the rest of the party in a position where they need to rescue her, it's the Rogue. No other class has the potential for mischief and trouble, coupled with the sort of individual exposure to danger of the rogue. With that in mind as an inevitable future for the rogue in the party, it's important that the rogue be on very good terms with the rest of her party. Don't steal from your friends, don't even joke about it. Be the first to volunteer to rescue others when they're in need. Be generous with the members of your party, as much as possible, because more often than not you're going to be the depending upon their generosity.
-rg