I like the rogue hero. I realized this when I played as Agraenel and could freely roam the map wherever I wanted. The rogue is perfect for clearing the map, and he will gain just as much experience as the main hero. There's no point in having him lead an army, because then the point of stealth is lost. In my opinion, the best way to develop him is to level up his Combat skill, and choose Chaos or Nature magic, so that the lack of an army doesn't prevent him from mowing down everyone. IMHO, it's a great choice for those who like to play with a single hero.