Get good at heavy armor, good enough to remove its weight/speed debuffs with its associated perks, then just train up one handers, probably bunt or axes and bring a shield...
Pickup your standard set of assassin skills, poisons, lock picking, sneak... and maybe something warrior like, like smithing...
Bam, heavy rogue...
I'm also planning my first to be an assassin although I don't like the heavy armor... It just feels unreal, I mean I know in the game you can remove the stats and it will likely have better dr than maxed light armor but I just think the idea of a nimble assassin in heavy armor is... Awkward. I guess not all assassins need to be nimble but then it feels less like an assassin and more like a brute contract killer.
My first play though will be a dunmer assassin skilled with one handed (15x dm with the dagger

) and also with the bow (and I hope they really amped it up from the oblivion one as they said they did) ill also focus on sneak and a little on lock picking and distraction. As for passive skills of go for smithing and enchanting. My assassin will forge all his own weaponry and trap the soles of his pray to use for enchantments.