I'm kind of curious which skills one or the either would go into... they're both sneay and like to steal... all I can think of is that a Rogue is more... charming?

You're basically correct. In a situation where say they were caught stealing, a thief would slip away while a rogue would talk his way out of the situation. At least that's my understanding.

I think rogues are more like bandits.
If they get caught stealing, they'd battle it out.
If thieves got caught stealing, they'd attempt to slip away.

Well, in most games, they're pretty much the same thing, filling the same niches. Interchangeable. Seems like in any game where a class is called 'rogues', they always add stealth, misdirection, pickpocketing, and various abilities that aid thievery. And if they're called a 'thief', then they have skills for pickpocketing, stealth, etc., and excel in backstabbery or other such 'rogueish' combat skills. So, it's six of one, or half dozen of the other.

Thats what I thought too.
I also think that rogues are more likely to slit a throat stealthily than thieves.
Thieves seem more of an sneak-in, acquire-target, sneak-out kinda thing while rogues to me seem more speechcrafty but also deadlier.

This is just the 'vibe' I get from the words though, could be wrong but thats how I always picture them.

rogues are sly bandits,
thieves are just plain sly