This really depends on a number of things.
Most people start out combat swords because of the abundance of good swords (as compared to daggers) at the low levels. Also, since you can be effective immediately going combat swords, this is a very common way to start leveling a rogue. Typically it isn't until you get into your upper 30's/low 40's that you have enough talent points to make a viable dagger build, as it requires that you spread your talent points in multiple trees (assassination and subtlety at least).
Having your own personal tank can be an advantage for a dagger rogue though, as you can always be attacking from behind. This makes being a backstabbing dagger rogue an attractive option, assuming of course that the warrior can hold the aggro off of you.
I'd say start off combat swords at least until your late 20's when you can max out Malice, Improved Backstab, Opportunity and start getting into lethality. The first couple respecs are cheap, and since this is an alt for you, you probably have the cash to try out a few things.
Good luck!
-Camel