Hmm...from what I've seen/heard, Thief or Archer are the best classes to get a start on.
Both are AGI builds, focusing on DPS by ASPD and ATK. Thieves rely on STR and Archers rely on DEX. Depending on the build, the other stats vary.
Thief Classes
Thieves have the option of becoming Rouges as you said, and those guys can make quick zeny upon start. Also, they don't rely on SP that much, and the high AGI builds save you on pots. Hiding, Double Attack, Backslide, Steal, all great skills for easy PvM. Only problem though, is that once reached 3rd Class, it's a bit pricey to get them going, specially Assassins.
If you go to the Assassin build though, you have the option of going Crit, which can save you one DEX points. It's a bit harder though, getting good katars and all.
Archer Classes
Archers on the other hand, are a bit safer, though they rely on arrows. Arrow Shower is a great AoE and will make your life easier. The range of their attacks makes them safer in PvM and since DEX is their ATK stat, you raise both damage and hit with it. They're a bit more fragile and require SP investment, since they use active skills more.
Other great thing about archers is that if you become Ranger, is easily one the best PvM classes with no significant rise on the cost of gear. You can also choose the Ministrel/Wanderer branch if you want to have a bit of support going.
Runner-ups
Other options include Acolyte->Monk and Swordsman->Anything. Both are also ASPD classes with added bonuses. Monks can buff, great single-taget DPS and can tank. They lack AoE's though, and that can get tedious if you're not patient. Swordsmen are tankier and can take more hits, while still maintaining good DPS and are by far the best pullers in TI (if you don't know what that is, check this link http://irowiki.org/w..._Turn-In_Events)
-If you can find people to help you out, other options become viable, like Support Priest.
Merchant Classes
Merchant classes are good options, but they will get tedious without AoE's, specially at higher levels, while lacking the buff option from Monks. BUT, they can potentially give you the biggest bucks by selling. Some people recommend making a Merchant just to sell and return to it once you get some money. I can agree, as selling will be needed to sell the big stuff you may encounter.
Blacksmiths have incredible DPS as they have buffs to increase their damage better than other starting classes. This comes with the disadvantage of higher SP needs. They do need DEX in order to hit stuff and their only AoE is Cart Revolution, which demands a full cart to deal heavy damage. Also, Mammonite is a GREAT damaging skill, but it costs Zeny XD So yeah. They do get Greed without the need of HBP and it's a real Godsend in some maps. Also, forging weapons can help you make zenny.
Alchemists get a homunculus, which is a fun little pet, BUT, it's a tad expensive to maintain and level. Before Transcending, they really struggle, as they don't have access to the Blacksmith buffs, so their DPS isn't as good. They can still sell and Cart Revo, but their skills are just not that useful in PvM. Once the transcend though, it's a whole other story. Biochemists get the all powerful Acid Bomb, and once that thing is at Level 10, you can start getting nuts. I say this, because it's expected that when you transcend, you WILL have some money saved up for gears and Bomb ammo. MVP'ing is what they do best and if you can find a tanker friend, all the better. Leveling will become easier, more enjoyable, more extreme and more rewarding.
Recap
If the leveling pace isn't a problem, I would recommend making either a Thief or an Archer. It all comes down to your personal tastes. I DO recommend, however, making a Merchant and learning Vend Level 10 alongside the class you chose. It will help you make zeny while away or sleeping Once you make money with your main class, return to the merchant and have it become whatever you like. Some people would say Alchemist because of its end game value and I've been told that everyone playing needs to have a Geneticist. BUT, that's another story. XD
Really, Bouty Boards, Eden and TI's make leveling and making zeny really easy, so you can almost enjoy any class. Also, you're most likely to find someone to help along the road.
Use the Wiki to find any info you need about the game. Good luck and have fun!