(Hero - Rogue) in Heroes 4

It's a different story when it comes to online play; I personally would be wary of using a Thief as my main hero.

That's true. A Thief hero is a very daring character, but the opponent isn't a coward either. The AI likes to have companions in the castle, but players can do amazing things. Therefore, it won't be as easy to play as a Thief anymore.