Thieves are very easy to optimize for damage, easy to play, easy to do very consistent damage. They have fun movement tricks, and get more and more of them as they level up. With a speed 9 or 10 elf, walls are your highways with Acrobat's Trick. Also thieves make fantastic charger builds these days.
Rogue's are a bit harder to build, harder to play, but extremely rewarding if you know how to use your party. Versatility is their strength, and at high levels they can pull off mean novas, and can contribute substantially to party nova rounds.
I don't particularly like martial e-classes, but if I had to play one, it would be the Thief.