Hearthpwn

This list initially started off as a more defensive-oriented take on Malygos Rogue. However, when I noticed that more often than not my games against slower decks would take me to fatigue before I actually comboed off, I thought about switching up the win condition. I had at that point not played any type of Mecha'thun Rogue before, so I just quickly looked up the most efficient combo on the web. It works like this:

1. Play Galvanizer with Mecha'thun in hand
2. Play Voodoo Doll and Shadowstep it back to your hand
3. On the combo turn play Mecha'thun and Voodoo Doll, then Backstab the Voodoo Doll. Using a different spell with Preparation works as well.

When I said more defensive-minded I meant that it's possible to win against board-centric zoo-ish decks, like Zoolock and Odd Rogue. If you are facing Odd Hunter, Aggro Mage or Malygos Druid, you might just as well concede at the start of the game, because you don't have any healing outside of Zilliax, and mounting a counter-offensive will be anything but easy and most likely also too slow. But most other matchups are definitely winnable.

The most important cards when playing against aggressive decks are Giggling Inventor, Blightnozzle Crawler, Sonya Shadowdancer, Necrium Blade, Zilliax and Backstab, and to a lesser extent Cavern Shinyfinder (to get the curve with Necrium Blade and Blightnozzle Crawler), Fan of Knives, Cheap Shot and Valeera the Hollow. Most people don't have a lot of experience playing against Blightnozzle Crawler, and thus often leave it up. When you drop Sonya Shadowdancer on a Board state like that, you can almost always clear the entire board.

The Shadowsteps are not only in here for the lategame combo, but are also excellent with most of the other minions, especially with Sonya Shadowdancer and Giggling Inventor.

If you have any more questions on how to play this deck, I will answer them in the comments.

Here's a short Mulligan Guide:

The ideal curve against Aggro is Cavern Shinyfinder into Necrium Blade into Blightnozzle Crawler. Ideally you also want cards like Giggling Inventor, Backstab, Fan of Knives, Zilliax and Sonya Shadowdancer. You don't keep Sonya if you don't have Giggling or Blightnozzle though.

Against Control you basically want to keep any card that draws, especially Elven Minstrel, especially when you're going second. Valeera the Hollow is also a good keep against slower decks.

Side Note: You can also use this shell to build Pogo-Hopper and Malygos Rogue decks. Here are links to those:

http://www.hearthpwn.com/decks/1183317-malygos-rogue-more-defensive

http://www.hearthpwn.com/decks/1182544-the-probably-best-pogo-rogue-list

Edit: One of the commenters made me realize that WANTED! could give some much needed flexibility in the combo. So I replaced a Cheap Shot with it.