Leveling your new Rogue in WoW's Cataclysm is somewhere between really easy and too easy. Your damage is very nice and the Recuperate ability, new with WoW 4.0, goes a long way to reducing downtime. Rogues might not have it quite as easy as Hunters, but we're close.
About that leveling stuff...
Which race to choose? Almost any race can be a Rogue, but if you have horns you can foget it. Tauren and Draenei are locked out of the Rogue game.
The gear part is easy. At lower levels you'll want to stack a lot of stamina, until you can take on a few opponents, in a row, without dying. Once you're at the point where your health is ensured, then you will start looking for Agility. That's about it, all the way to level 85: Agility and Stamina. If you choose the Subtlety spec then Agility is even more important since you get a 30% bonus to that stat.
Armor is even easier: Leather all the way. At level 50 you will get the Leather Specialization ability, which adds 5% to your Agility. It used to be the case that every once in a while a piece of Cloth armor would be more useful than the available Leather piece. In Cataclysm that's no longer the case, especially after 50.
You can also add enchants to your gear and, later on, you'll also be able to add the occasional gem. Skip both, if cash is an issue, otherwise go for Agility first, then Stamina, then Attackpower or stats like Haste.
Weapons are a bit more interesting. With the armor and the stats, it's easy. Which weapons you can use depend on your specialization. Note: weapon speed is important. Each weapon has a speed value and the higher the number the fewer strikes per second that the weapon will do. Slower weapons also hit harder. A good Rule of Thumb for Rogues is to have a slow weapon in the main hand and a fast one in the off hand.
Your weapons should also be poisoned at all times. You can grab Instant poison from the vendor at level 10 and Deadly poison at level 30. While leveling just keep Instant poison on both blades.
So which spec is best for leveling?
They're all good, so it really depends on what you like to play. Combat might be the easiest and it's the only spec with any abilites to attack more than one opponent at the same time. Energy regeneration is also good, and Energy is your limiting resource. With it you can hack and smash, without it... all you can do is stand around and look good. The Combat spec is the best for fighting several opponents or several in a raw.
The Assassination spec just plain hits hard and that's recommendation enough. Energy regen is slow until higher levels and you always have to remember to keep your weapons poisoned. Eventually you will want to keep Deadly poison on your off-hand blade because your Envenom ability will require it.
Subtlety, though, is the most fun, I think. Your Shadowstep ability is a short range teleport, from the shadows, to a position right behind the opponent. This sets you up nicely for your Ambush and the Subtlety spec has brutal ambush. Often enough you will do Shadowstep to Ambush and then look for the next target. That never gets old. Especially in PvP.
The downside to Subtlety, if it has one, is that your Energy regeneration isn't so hot until the early 30s, where you'll pick up the Energetic Recovery talent. It's also more of an "Ambush and disappear" spec than the others. Pick your opponent, destroy it, then hide.
How about questing Vs. other ways to level?
There are three basic routes to follow for this Rogue leveling stuff and you can mix them up as much as you like. You have Questing as the old standby (which includes grinding for our purposes,) PvP leveling, and Dungeoning.
Questing is straightforward enough. You'll get the chance to pick up fly-points, rep, explore the world, meet new things, and kill them. It's slower than the other two methods, but not as high pressured or potentially frustrating. It's the way to go if your time is limited or broken up.
Do you like to kill other players? The look into PvP levelng. WoW has a number of Battlegrounds, which start becoming available at level 10, and the expereience gan can be downright... yummy. Especially if your side wins. I also find it frustrating at times, for reasons beyond just losing. Sometimes the wait times to get into a battleground can be rather long, so mix it up with your questing.
The Dungeon Finder Tool was introduced with WoW 4.0 and allows access to any of the available dungeons and easy group creation. If you're Ok with groups that tend to move very quickly and which might have the occasional annoying player, then this is a way to level quickly. As a Rogue you'll will always be the "Damage Dealer (DPS)" and, like the battlegrounds, sometimes you will have to wait a while for your queue to bring your group into the dungeon. You'll also find dungeon quests just inside each dungeon and the gear gained from those quests, and the dungeon mobs, is better than what you'll get elsewhere.
Now get out there and get leveled!