I know there's a Skyrim thread, but I didn't want this to get lost in there.

Thanks to an extremely generous act by MonstaMunch, I now have my own copy of the game, but have no idea when it comes to character building. I've done some googling and found out some useful info, but still feel I'm fairly in the dark. So anyone that's familiar with the game and character building, can you tell me:

is it possible to play a Rogue type character and be effective in the game? If so, what would you suggest as perks/skills?

I've never played an Elder Scrolls game, so not familiar at all with the mechanics (I assume Skyrim is similar to the others). What I'd like to be able to do is have a character that's good at the thieving side of things (pick pocketing, stealing, opening locks, sneaking) and can still hold his own in combat. I'm not a huge fan of ranged combat, but will go that route if daggers/melee is just not viable. I do like magic (my favorite character build in NWN is a Bard-based build), but can easily forgo spells if it will just gimp the character.

Thanks for any help/input.

While I am yet to do it I believe it's viable option to go backstabbing route. At first your choice is mostly race and while Khajit are really best as Thieves any race can do any occupation. Then if you want to be thief just go thiefing and doing other stuff and your thieving skills will go up.
As boct said, Enchanting is really good skill but is quite overpowered in way you can make tons of money so if you want to have bit harder time with money don't try to exploit it too much. :-)

EDIT: To make it more clear. You don't pick skills and perk at start. You only pick race (there is short overview what each race does best), appearance and name. Then your abilities go up as you use them so if you use lockpicks, lockpicking goes up and so on. Soon after start you can pick if you want rather Thiev, Warrior or Mage blessing and it does speeds up learning of certain abilities.

You can pick perks from sign screen after you gain level and you can pick basic ones for any skill you want but if you want more advanced you need higher values of pre-requisite skill.

In a similar vein to what boct1584 said, a Khajiit is a good option for a stealth based character. The suggestion of using bows for far away and one handed weapon + shield for up close is good, but since you said you aren't a huge ranged combat fan you might even want to just stick with sword (or axe or mace, whatever) and board. It would give you one less skill to worry about having to level up to keep it dealing damage efficiently (and in my opinion, and I'm playing an assassin character right now, if you are using lots of the thieving skills: sneak, lockpick, pickpocket, then you have a bunch of skills that will be leveling up fairly quickly already).

What I would suggest is making something more like the adventurer-rogue, or bandit type character (rather than the thief archetype who doesn't want to get in the thick of the comba): able to wield a one handed weapon and shield and wear light armor effectively, but able to get out of situations by sneaking away. Also able to sneak into a town at night and rob everyone blind. I think the dual nature there might be something you would like.

Since you also said you like magic you could forgo sneak in favor of Illusion magic, and invisibility (though it would then be more difficult to rob people/sneak around a home since you can still be heard when invisible). But if you wanted to focus on the lockpicking and pickpocketing, and sneak could be an afterthought Illusion could give you a way out of tough fights (things other than invisibility too of course).

And like Vitek said, I would say away from using enchanting and smithing and alchemy in a trifecta of overpowered. Smithing alone is really powerful. And a good alchemist can make themselves amazing at both smithing and enchanting. So I would say with those skills don't think about them too much - if you start using one or a couple of them that would be fine, but don't intentionally break the game balance with them (unless that is what you want to do, of course!).

Best of luck! Have fun!

I've tried several different builds. As always, in the Elder Scrolls games, I'd encourage just playing a bit to find out what you enjoy, and DON'T look up skill builds (You'll ruin the game for yourself if you follow a skill map precisely). One nice thing about Skyrim is you don't have to put any perk points in skills for quite a little while, so you can try a bit of everything before you settle.

That being said, I've had a great deal of success focusing on archery, sneaking, smithing, and alchemy, which gives you tough equipment, healing and buffing options, and poison. I didn't bother with investing in the 1H tree very much (I did get to beheading because it amuses me. Yes, I'm a sick twisted son of a beech tree). I did, however, put two points in block because you can easily unlock a skill that slows time whenever you are blocking and the enemy tries to power attack (it sounds complicated, but it flows naturally and makes you a beast in a melee fight). Backstabbing or archery is definitely the way to go, but keep in mind - if you combine blacksmithing, poisons, high sneak skill, high blade skill, and certain equipment and perks, you have ridiculously twinked your character. The ultimate sneak skill perk will essentially break your game by enabling you to assassinate anyone any time, in or out of combat. Your choice, of course, whether to use it or not! :D

That was a long post.

TL;DR - it's difficult to ruin your character (unless you power level smithing at the beginning of the game) and easy to make a character you enjoy. Play around, don't be afraid to try new things, just save your perk points until you settle on something you enjoy. Don't invest too heavily in any stat based perks (the ones where you can put up to five points in for increasing effects) until later, because you need those points to unlock new capabilities for your character.

A thing I've noticed about Skyrim is that the game makes sure you win. It doesn't even really matter what skills your character is using, or what combination of weapons and spells you have equipped, or even what race you are, you should expect about the same amount of challenge with every character build you can think up. Want an archer in heavy armor? Go ahead. A lightly armored barbarian with a two-handed sword? Roll it. A stealthy lizard in plate armor and a hood with a mace in his left hand and a fireball in the right one? Just do it, it's as good a plan as any.

Now is this a good or a bad thing about the game? That's for each player to decide. The only thing every maxed build seems to have in common is a maxed out enchant skill and a maxed out smithing skill. (The latter only in case you are using weapons and/or armor.) Those two skills are pretty much a must have for any character to reach their best. (And I believe that's a serious issue with the design of these skills.)

Yea, this! Don't ask/listen to any suggestion, just go with what feels right to you. That's what TES games are all about. You don't have to restrict yourself to guides or suggestions, you can do what you want and be what you want.

Skyrim crashes on my laptop when I try to create a character (it's fine during creation, just when I hit "create", it just closes to desktop), so I'm playing Oblivion until I get my desktop up and running. I don't know how comparable it is, but the classes seem to be the same, so:

I went for Dark Elf with Battlemage sign (or whatever it's called). So far, it seems like a very versatile build. I seem to have a decent level of sneekieness, proficiant in melee combat, and i got this cool little ranged fireball thing that I use to hunt deer when I forget what I'm supposed to be doing. Oh, and it gave me a self heal spell, which is great as I don't seem to have a great grasp of how the combat works :p

Thanks for all the great input, folks. I'll be getting into Skyrim as soon as I finish Nox (which should be in the next day or so). I'll keep all your advice and tips in mind. Giving the solution points to the first reply, although you all were very helpful. Thanks again.