I'll assume he meant Two Weapon Fighting, since he mentioned Weapon Finesse as well. No two handed finesse weapons around.

Rogues are a pain to play at first. You don't get sneak attacks unless you've got someone else taking the aggro. You don't have the UMD to use even a CLW wand or scroll. No other healing besides potions until UMD is 20.

Later, Rogues can be one of the best damage dealers around, and can wand/scroll heal well enough to be self sufficient. Solo you lose out on a lot of damage from sneak attack, and early on you don't have healing.