I'm surprised you ask this considering you've already played the game before. Shouldn't you be able to tell what style you like the most? And you apparently played the game without being able to pick locks before, so why would it be an issue now? The only issue you should worry about is that it might be boring to always use the same class.

If you want to learn how to play a rogue you can read here: https://www.alteredgamer.com/dragon-age-origins/59675-doa-rogue-combat-guide/

Picklocking enables you to get tons more loot than you usually get, but if that's the only issue you have, you can also install a mod that allows fighters to break open locks. Of course that's kinda "easy mode", but you could play on a higher difficulty to rebalance. Well actually you can still picklock stuff by just switching control to a party member, can't you?

While HP may be an issue, your rogue should be hard to hit if you build him/her properly. I currently have Leliana built to dual wield, and she rarely, if ever falls in combat. And she is beastly in melee. I love melee with a rogue, due to quick attacks and the ability to deal lots of damage via backstab/flanking and stealth.

The incorrigible looter in me cannot stand leaving a chest locked and unlooted, so I have to have at least one rogue in my party to take care of those that.