This depends on what you want to play. Rogue/Wizard doesn't have very good synergy; wizard compounds the greatest weaknesses of the rogue class, and rogue does nothing to improve wizard spellcasting. So it's a very difficult combo to work with. I'd suggest these three approaches, only one of which is actually a rogue/wizard but the other two keep much of the flavor:

If you want to focus more on wizardry than roguery, then 1-2 levels of Rogue and the rest to Wizard is your combination. Wizard doesn't multiclass very well with anything, so even 2 levels is going to have a very negative impact on your spellcasting power. Still, if you want all the extra skill points of the Rogue this will work and it'll actually pay off nicely in the epic levels (though it's a long time to get there if you're playing through a campaign).

If you want to focus heavily on roguery with only a little wizardy, then I'd suggest to take no levels in Wizard. The rogue has access to the use magic device skill, which allows him to activate wands and scrolls irrespective of class restrictions. There's largely no need to actually go to the effort of taking wizard class levels when you can duplicate most low-level spellcasting with a little bit of gold. By avoiding taking wizard levels, you'll be significantly stronger in melee. Taking one level (or more) of fighter is a good idea on builds like this, since it gives you proficiency with most weapons and all armor and shields.

Finally, if you want a more balanced approach between roguery and wizardry, then the bard is your best option. In terms of spellcasting power a Bard is about 2/3rds a Wizard, but it has higher hit point attack bonus progression. The only things you really lose out on are evasion and sneak attack, but if you're investing a lot of levels into wizard you'll never be very good at sneak attacks anwyays.

Like Darvin said, Wizards and Rogues get best at higher levels, especially wizards. Few levels in wizards is pretty useless because you wont have access to high level spells, you will have very few spells and most spells depend on Wizard level to be effective. So if you insist on playing as a mage/thief, your best bet is to start first 3 levels as a rogue (to get the extra feat) and then go wizard full there after. But know that this way your Rogue levels will be useless close to the end of the game.

Darvin's second advice is the best. I finished the OC as a rogue and with "Use magic device" maxed, you can use most staffs and scrolls in the game. Also some of the other gears like helmets or boots you normally wouldnt be able to wear. Ofcourse this will require buying those spells but i didnt have any money problems in official game.

I dont think Bards are the best choice as a substitute for a Wizard/rogue combination since open locks and Disable Traps are not their primary skills so you will never get them as high as a rogue. However if you want to play as a shadow thief this maybe your class.

If you do play mainly rogue (especially dumping the wizard levels in favor of magic items), then I suggest a 1 level dip into Shadow Dancer for Hide In Plain Sight. It opens up a great many options for hiding with your rogue and you can almost sneak attack on demand if your target can't see invisibility. Things immune to sneak attack will still be a pain, but with ranks in Tumble you can pretty easily step back and hide if you need to take a breather.

If you go full rogue, then I also suggest running full Elf instead of Half Elf. A full Elf passively detects traps, so you can move around in stealth while detecting traps without taking the double hit to your move speed.

I mean, you can 1 or 2 level dip into rogue to pick up skill points and potentially evasion, dump the rest into wizard. Leave dex as secondary, with Int as the main stat. Played mostly like a wizard but you also get the benefit of being a skill monkey like a rogue. You won't be backstabbing and two weapon fighting, and there will be some 2 cost skills rather than 1 cost, but since int is your primary you'll be able to cover the traps/locks if you want. Or have stealth. Whatever.

I don't think the pros out weigh the cons:
-Spell progression is hurt by the dip.
-Caster level is hurt by the dip.
Evasion: Wizards have poor Reflex saves, and several spells that can null elemental damage (see spell progression).
Traps: Summon Monster 1 can put something walking in front of you.
Stealth: Invisibility is a second level spell with no Hide rolls.

Locks: Would probably make this a little easier. Or you could just try blowing open the door with magic missiles or something (does this work?).

They really don't, but it's not as bad as you make it out to be. Boosting your reflex save isn't too hard, and there are more skill options than the stealth or disable device. Given that NWN supports the epic rules, it does pay off eventually. It is painful until then, though.

For a 1-20 game, I'd only recommend it if you desperately want skills like persuade or search maxed.

It's just a different playstyle. Basically you're making a utility character instead of a full combat caster. You're more reliant on the NPC. Raw power? Yeah, you're right. But it's 100% playable and gives many of the rogue benefits for barely any investment.

I took just one level of Rogue for my Wizard in Snow Hunt, where you start off at twelfth level. It worked out quite well: the high Intelligence of the latter buffs the skills of the former.

old post but yes rogue/wizard does not mesh well together simply because they both have abilities that can be termed as rogue-like, and those abilities really don't compliment each other.

Both can hide (hide/invisible), open locks (rogue lockpick, wizard spells), remove traps (rogue is better but wizard usually has remove traps as backup skill), or just using meat bait/summons/spells to disable traps). Taking rogue levels reduces your spells and spell casting, taking wizard levels reduces your rogues skills that they might want high.

I never found it a good combination due to overlapping of abilities in most cases. I have a pure mage. Want to be a rogue? my disarm traps is average and can take care of most traps, buffed with spells/element protection most traps i can giggle as they blast me and do minimal damage, those on chests are just nullified when i blow up the chests. Hiding? Improved invisibility works amazing plus keeps the 50% concealment after, sneak attack? haha im a mage, empowered fireball from a distance is my sneak attack. I can buff myself to raise stats up more to pass close skill/stat based conversation checks, or wear equipment to boost persuade or other skills if needed. The only ability i would like on my mage that a rogue has is evasion/improved evasion, but then again my spells usually can protect me from anything i need those skills for (stoneskins, ghostly visage, element resists, etc).