I'd say they both have thier pros and cons. Rogues can go toe-to-toe with enemies and just bash through mobs while mages have to stay far away fomr them and use a variety of cc abilities to stay alive and control thier opponents to make sure they dont get hit. ill give you a basic run down of what each class is about so you can decide which one better but at the end of the day it's really up to you and which playstyle suits you best ^_^
Rogue:
Can pickpocket creatures for more loot
Can open lock boxes for more loot
Can stealth or vanish to avoid death or detection
Can go toe-to-toe with enemies (Combat build)
Weak against multiple targets (a bit better with combat build)
Uses physcial attacks to get stuck into combat and whack some skulls!
Not tough but not squishy, lots of abilities to avoid being hit hard.
Mage:
Can teleport to major home cities (quick travel)
Can portal to major home cities (quick travel for you and your party)
Very squishy, avoid getting hit by enemies
Strong against multiple targets (in frost build)
Uses spells that are cast over time to deal damage from a distance
Can conjure free food and drink to restore mana and health
can ice block to avoid death for a while
good luck :)