I've played a paladin/rogue. Well, actually, he ended up a paladin/rogue/duelist/master detective, but the core concept was there. He was a swashbuckling type, with lots of investigative skills. I played him as the consumate investigator, able and willing to use subtlety and subterfuge to investigate evil, and then destroy it.
I actually based a lot of his actions on Batman, who I've always considered to be something of a paladin/rogue. He's a good man with a strict code of honor, very driven, and pretty ruthless in the pursuit of what he thinks is right. I don't recall the paladin's code ever saying you had to be a nice guy all the time, after all.