Rogues and Thieves can start with an 18 in dexterity, making bows awesome, an 18 in intelligence making spells great (though you NEED to take as high a wisdom as you can, or you'll forget spells). You want your charisma as low as you can get it, as there are lots of items that give you charisma (and it doesn't do much). Same for strength and constitution, but strength and constitution let you carry more things, less hungry and poisoned and hit more.
Give your monkey a sickle and have him attack molds to get him levels.
Since rogues start with no b/u/c (blessed/uncursed/cursed) identification, equip both your daggers and use your back for b/u/c testing. Don't equip anything dropped by a goblin, they are cursed much more often than normal.
A tub of something will get off cursed rings, armour, wands, and weapons.
Be chaotic evil. You will get absorb curse much quicker.
Collect veils, black hoods, black dresses, faded green boots, silk boots, and faded green cloaks for stealth. Invisibility also helps.
Think about using a wish to get Cloak of Displacement, as it is not in the regular dungeon.
Rogues, save your potion of sickness to poison arrows, it's not really worth it on blades, and you only get one to start. Do it if you find two though. And you can "cover your arrows in a thicker layer of poison." The other potions, turn to water then holy water.
For rogues, get weapon knowledge as quick as you can. This makes your lack of b/u/c identification less of a hindrance. If the +4 mace you got out of the kobold shaman trap door, it is less of a problem than if it the mace is -4, and weapon knowledge lets you know this. You also won't pass right by that +8 dagger. Weapon knowledge is great for everybody. I believe this makes rogues waaaay better than thieves. Get a level in trapping if you don't find see invisible. Get dual wielding to make using both daggers make sense. Get larceny as stealing weapons from things makes them a lot worse. Take Silence if and only if you are not at 100% stealth.
For thieves, acrobatics level one is great, use this to get behind enemies and back stab. But acrobatics two and three can and will kill you. They are an even bigger hindrance to the late game than gastronomy. If I was high enough level that it was making me take acrobatics II or gastronomy, I would not take anything at all.
Usually my talents are:
Thieves have a harder time of it. I get:
Tiny spider monkeys can equip cloaks, shields, rings and amulets.
Large one can wear those as well, and in addition gnome-sized (small) boots and gloves. No armour, outfits, robes or tunics, alas.
And the little monsters really cannot be trusted to know a great weapon from trash. They will swap the blessed
immutable +8 sickle of regeneration you made for them for a -2 battle axe they just stole from some random dwarf first chance they get. Plus even if you, for intance, make them a +8 battle axe of regeneration .... they throw the thing at enemies and forget about it. They next thing you know, your monkey is back to biting enemies. If you find a cursed +some large number item, think of getting that improved 1 more by taking it to a forge and binding a useful ring to it -- and then equipping your monkey with _that_.
The monkey is often hard pressed to find food. Equipping an amulet of slow digestion does wonders. Also you can keep feeding your money blessed bottles of wine and keep him fed (though often confused) this way.
In order to avoid spoilers, let me start by saying stealth does work in Wazhack. The advantages are incremental and incredible! Any character can be stealthy, but of course, rogues and thieves have the easiest time of it. Black leather armor, silk shoes, elven cloaks, rings of invisibility, darkness, etc, all add to your stealth value. When your stealth value is high enough, you can creep closer to monsters without them taking notice of you. This enables stealing via the larceny skill, outright avoidance of conflict, or obtaining items without aggroing an entire room. You can tell just how stealthy you are via a potion of enlightenment, which will give you your exact level. (You are x% stealthy)
I recommend playing around with the concept to better familiarize yourself with the mechanics, but a stealth run is a lot of fun and puts some of the game's meta in focus. The thief and rogue have unique talents and making use of them leads to entertaining times. Example: being stealthy enough to shoot an ogre lord, who cannot see you, and watching him aggro the other monsters in the room because he's just pissed off and doesn't know who hit him. Classic!
Side note: for a "good" stealth run, you need to be light on your feet. Don't pick up everything you see, you will never need heavy armors and they lower your stealth rating anyway. Stay unencumbered! Say it with me - STAY UNENCUMBERED!