Many of the most famous rogues outside of the Warcraft setting have been nuanced and exciting characters. Bilbo Baggins, the Prince of Persia, and James Bond, could all be reimagined as rogues if they had existed in Azeroth instead of their own settings.
As an Alliance rogue, you have a certain amount of freedom to borrow from other settings, or from the real world, since the Alliance races tend to be more similar to heroes of other stories we've heard before. To a certain extent, Blizzard has already based its Alliance rogue guilds on stories from other settings, and left some aspects of these institutions rather vague. There is certainly enough room for roleplayers to fill in a bit of the blanks with their own creative inspiration. The only danger is that it could be easy to overdo it and descending into Mary-Sueism: one ought to feel free to reach for a bit of the flavor of James Bond, for instance, without ever believing your character is the single best secret agent Stormwind could ever have.