Stat-wise, you can skimp on Intelligence (6 skill points a level) and Cha. Dex and Wis are probably your key ones for AC.
Feats: Desert Fire and Desert Wind Dodge are both pretty handy as long as you can stay mobile- and tumble is a class skill for the swordsage. Each requires you to move at least 10ft, but between your medium bab and performing strikes, you'll only be making one attack most of the time. Adaptive style gets you around the very slow recovery of the swordsage, although your number of strikes might get you through most combats. Extra Readied manuever lets you use one more of your strikes. If human, you can get three of those four.
When picking manuevers, I build characters one level at a time, but starting at 4th level helps avoid that problem, as you're only replacing one earlier manuever.
You're getting 6 first level manuevers- Burning Blade is great for giving an extra 1d6 +1/initiator level fire damage to one attack. What else you take depends on what you want for the character, although you're probably going to replace one of the manuevers at 4th level.
You get 2 second level manuevers, plus you can swap a 1st level out at 4th level. All of the Desert Wind manuevers at this level look handy, with hatchling's flame being the least useful.
You have two stances. Flame's Blessing is the only Desert Wind stance available, allowing you to use tumble ranks for fire resistance. As your second, I'd say Blood in the Water from Tiger Claw, as it gives you bonus to hit/damage for every crit- and the scimitar has a 18-20 crit range.
