The important thing to remeber with gestalt is to use the second class(es) to add things that you don't get from your primary class. For that reason, I probably would not recommend something like Ninja - you're already getting a similar (though not exactly the same) set of benefits from rogue. Perhaps levels of Ninja in addition to levels of rogue, but not a Ninja/Rogue.
Four or more levels of Fighter wouldn't be a bad choice for the feats. It also ramps up your fortitude saves, hit points, and base attack bonus.
If you have a high intelligence, levels of Swashbuckler would work well. Free Weapon Finesse and adding your intelligence to damage will help out.
If you have the intelligence or charisma, levels of wizard or sorcerer could work well, especially if you're willing to go without armor. There are a lot of times that a bunch of spellcaster levels can work well for a rogue. However, for a dual-wielder, it may not help you as much. Up to you to decide.
Overall, I'd probably recommend Fighter, because you need a lot of feats to make this work and, default, you get five or six (depending on race). You'll need EWP (Thin Blade), Two-Weapon Fighting, Dodge, and Mobility. I would probably recommend Combat Expertise, Improved Trip, Improved Disarm, and Combat Reflexes, to take advantage of the whip. I'd also recommend Weapon Focus, Weapon Specialization, and Improved Critical with the Thin Blade. That would be up to 11 feats, 12 if you add in Two-Weapon Defense. Weapon finesse, too, if you're high dex, low strength. So... yeah, that'd require just about every level in your second class going towards Fighter. Sure, there are other ways to do it, but Fighter would work well.
I might also recommend the Defending property on your whip. Use it when making attacks of opportunity, to trip and disarm opponents. Tripping is just a touch attack, so, even with all of a whip's enhancement shifted to defense, you're going to hit.
