I've done two different set-ups with my rogues; Alchemy/Herbalism and Mining/Engineering. For quick cash, mining is good, but you'll be stuck selling copper bars by the stack for a damn long time, spending hours (depending on the server/location) trying to find enough copper to make a stack, then having none for yourself.
Alchemy/herbalism can be a definite money-maker... After a certain point. It's also a lot easier to find herbs in most locations than metals. The difficult part is getting to the point where it's profitable to sell both herbs and potions.
In terms of which will benefit you more, it's all preference. Alchemy can give some nice buffs, quick heals, mana recharges, and some useful non-direct combat benefits (Water breathing, free action, and more). Engineering gives bombs, which have AoE, which nobody expects from a rogue.
You'll also find there are things from both professions that people love to have. The above mentioned free action potion can sell in stacks for 3 to 5 gold on my server and take about half an hour to make if you're not skilled high in fishing. Engineering can make accuracy scopes and weapon chains which are lovely. Both also make items required by other professions.
Skinning, on the other hand, isn't quite the goldmine people make it out to be. 20 ruined scraps of leather will only be useful to a leatherworker, who likely has skinning himself. Again, on my server you'll see them for 30 silver in the AH on busy weekends. Once you hit high level beasts, you can certainly make some money... But that's all you're making, instead of anything you'll have a use for. You'll have to buy the things you could have made yourself with leatherworking, probably spending the money you got from skinning to do it. Not a bargain, if you ask me.