This article discusses the pros and cons of each profession for rogues.
Leatherworking and Skinning[]
Leatherworking and Skinning are a decent choice. 
[Master of Anatomy] raises your critical strike rating in accordance with your skinning skill level, and although crit is not a particularly strong stat for rogues, it still provides a DPS boost. Leatherworking provides several BoE epics to use or sell, in addition to a bracer enchant and cheaper leg enchants. This is a very balanced profession choice for performance and money.
Herbalism and Alchemy[]
Herbalism and Alchemy are a pretty viable option. The Alchemy profession allows the rogue to manufacture powerful potions, elixirs, and flasks. Healing potions are the Endless Rage.
- Alchemy also opens up the ability to craft an [Assassin's Alchemist Stone], which adds a decent amount of attack power in addition to the 40% bonus to healing potions.
- Note that this profession is not only beneficial to the rogue in performance, it can be an excellent money maker.
- Herbalism is also a very good way to obtain
[Swiftthistle], which is needed to make [Thistle Tea]. - [Mixology] became available with Patch 3.0.2 which doubled the duration of Elixirs and Flasks for the Alchemist who learns the skill. This is beneficial in a raid.
Engineering and Mining[]
Engineering is arguably the best (and most fun) profession for a rogue (with Mining being the most beneficial complementary profession). It allows for a very distinct edge in combat. It can, however, be expensive, for while you usually only have to craft items once in engineering, the items tend to be a bit expensive at times. There are a few engineering items that require components crafted by other professions, from blacksmiths to tailors to alchemists. Picking up mining with Engineering will save you a lot of money indeed, however, still be prepared to spend a solid amount of gold. Also, don't expect to be able to compensate your money with this profession, as Engineers make little to no money from their profession and still spend large amounts of money on items they still use at end game.
Some very notable items would be:
- [Adamantite Grenade] & [Frost Grenade] - Can allow for an easy long range silence or just to stop someone from fleeing.
- [Gnomish Death Ray] - Knock-down power at the cost of some of your own health.
- [Parachute Cloak] - To ease sneaking from above and save your life once in a while.
- [Catseye Ultra Goggles] - These give you a very distinct advantage against other rogues.
- [Gnomish Rocket Boots], [Goblin Rocket Boots], and eventually [Rocket Boots Xtreme] provide 50%, 70% and 300% run speed increase (respectively).
- [Gnomish Army Knife] - Great for keeping a group from having to rez. Vanish from a losing fight and then rez the rezzer. And this is good for every profession.
- [Weakness Spectralizers] - One of the best headpieces in the game for a rogue. Not to be underestimated.
- [Jeeves] is great for raiders. Sometimes a place to repair isn't close. In those cases, drop one of these and have the raid restock on reagents and repair gear. And also gives the engineer bank acces to deposit newly got gear or materials.
With the release of WotLK, some engineering item enhancements were added, all of which can stack with normal item enchantments (These are only usable by engineers):
- [Hand-Mounted Pyro Rocket] - ~1800 fire damage once every 45 seconds. This item does not trigger Global Cooldown. Usable in arenas.
- [Frag Belt] - Allows you to throw one grenade every 6 minutes and incapacitate targets for 3 seconds, also deals about 700 damage. Can not be used in arenas.
- [Flexweave Underlay] - Grants you a 30 second parachute effect once a minute. Also adds 23 agility to your cloak. Usable in arenas but without much use.
- [Nitro Boosts] - Five second speed increase(150%), can be used every 3 minutes. It also adds +24 critical strike rating. This can not be used in arenas.
- [Hyperspeed Accelerators] - Increases Haste by 340 for 12 seconds. It can only be activated every minute and does not trigger Global Cooldown. Usable in arenas.
Jewelcrafting and Mining[]
Jewelcrafting is a very good profession for a rogue.
- Crafted rings and necklaces. (every level, stating at 10)
- Stone statues, an extra self-heal that works in combat:
- (low level)
- [Rough Stone Statue]
- [Coarse Stone Statue]
- [Heavy Stone Statue]
- [Solid Stone Statue]
- [Dense Stone Statue]
- (mid level)
- [Figurine - Golden Hare]
- [Figurine - Black Pearl Panther]
- [Figurine - Truesilver Crab]
- [Figurine - Truesilver Boar]
- [Figurine - Black Diamond Crab]
- [Figurine - Dark Iron Scorpid]
- (high level)
- [Figurine - Emerald Boar]
- [Figurine - Ruby Hare]
- Ability to cut gems for sockets for high level gear.
Enchanting[]
Enchanting is a very profitable profession if you know how to use it. As a rogue it's possible to solo run some lower level dungeons and head straight for the boss of each then disenchant their loot. At level 70 Scholomance, Blackrock Depths, UBRS, Dire Maul and even Stratholme are very doable and most certainly profitable. Enchanting provides no utility or combat usage for PvP or PvE whatsoever other than the self-only invaluable ring enchants.
Inscription[]
Inscription is a new profession introduced with the 3.0.2 Patch. This profession is easy to learn, quick to level, and can be very profitable. It utilizes Pigments from milled herbs and allows the rogue to make Glyphs for themselves and others. See rogue glyphs for a list of glyphs the Scribe could make for themselves. One notable benefit of Inscription is the ability to craft and apply 
[Master's Inscription of the Axe] to your shoulders once you reach Inscription level 400. This enhancement can be purchased with a 
[Snowfall Ink] and provides 120 attack power and 15 critical strike rating (a substantial increase in stats when compared with the Sons of Hodir shoulder enchant.) Herbalism complements this profession. Inscription, much like Enchanting, is mainly only picked up for money; this is because Glyphs are not replaced or changed often if at all, once you have you're glyphs thats usually set and done, so it is preferred by many to just buy the Glyphs. The money making aspect such as making cards and glyphs for others though is quite appealing to the rogue who doesn't want any extra combat utility that other profession could offer.
Blacksmithing[]
Blacksmithing is a viable choice for rogues looking to min/max as much as possible. At the blacksmithing skill of 400, you can use 
[Socket Gloves] and 
[Socket Bracer] to add an extra socket to your gloves and bracers respectively. Weaponsmiths can make the [Corroded Saronite Edge] and [Corroded Saronite Woundbringer], both decent weapons for the 78-80 push and the early part of your time at 80. Other rogue friendly weapons include the [Titansteel Bonecrusher] and [Titansteel Shanker]. As leveling blacksmithing to it's highest is an expensive and time consuming task, you may be better served to level mining and ask someone else to make the Titansteel items for you. Finally, Blacksmith's can make [Eternal Belt Buckle] for themselves and others.
Summary[]
In short, each profession has different benefits. You have to decide what you want. Would you prefer making some decent cash over combat and survivability utilities in PvP and PvE that is offered by Engineering and Alchemy? Or would you prefer to have some profits coming out of your profession with less personal combat benefits such as Enchanting, Inscription, and possibly blacksmithing? (Note: not reccomended for rogues as they cannot use ANY of the gear made, and there are no WotLK weapons out there for any of the specializations.)
While some people personally like engineering, be prepared to drop a lot of money on the profession, as it's not a strong money-making profession.
None of this makes any one profession the "right answer." Experiment with the different professions to find the one you enjoy, it's a compromise between what you want (profit or utility) and your budget. Play around with your choices and try to find where that line is and how fine it is.