I think Rogue options are going to continue to feel a little lackluster unless they open things up for the Rogue quite a bit more.
Of all the D&D classes, rogues were defined most by things they could do out of combat. In 4e, your class directly relates to what you can do in combat. Any character can be a thief... especially Eladrin or Humans... with a few feats and racial features, owing to a simplified skill system.
Mobility is also open to everyone now through teleports, shifts, gaining concealment through movement or powers, and so forth. Things like tumbling past enemies used to be a very big deal. Now virtually everyone gets some way to safely move through combat. Likewise, evasion was a rogue's big deal in combat previously, but in 4e there are evasion-like options for a lot of character classes and builds now, too: powers that allow instant interrupts and reactions or saves or that end effects.
What makes a Rogue a Rogue in 4e now is this: sneak attack and limited weapons choices. I think they need a bit more to be a justifiable combat class that is just as interesting as the rest.
The weapons list is the least "sexy" or exciting: primarily daggers, slings, shuriken, and crossbows. They should have added some interesting or exotic options like whips or opened up more blade options to all races of Rogue for a reduction in sneak attack damage. That the powers are so heavily limited by weapon also costs the class quite a bit in terms of concepts.
The class needed some "oomph" or excitement that it just didn't get with Martial Power. Rogue = Sneak Attack much moreso than any defender class = marking or any leader class = healing. Rogues are 4e's clerics in that as a combat class they're primarily built for one thing. Instead of heal monkeys you've got sneak attack monkeys. You can do almost everything else you would have done with a Rogue with any other class and fewer restrictions.
Until they fix that, I'll probably be less than inspired to make my roguish characters out of the actual Rogue class.