Rogues and mages are both needed in dungeons and raids. In battlegrounds, any class can do well and can be a lot of fun. As for arena (which you can’t do until level 70), rogues tend to perform better. They have a larger list of defensive and useful abilities with long cooldowns which can be concentrated in the usually short arena matches to greater effect than mages, currently. A lot of this will change soon at level 80, though.. as all classes are getting many new abilities and talents. It’s impossible to predict which will do better in arena at 80, but I will say that a lot of the things that made mages less effective have been fixed with the expansion. Soooo… basically, it comes down to which one you have more fun with.