Going to assume that those reading/looking this up know what the Miracle Rogue deck is all about, for those that don't; http://www.hearthpwn.com/decks/307-miracle-rogue This is a fairly well put together list and has a good explanation of most of the mechanics. Moving on now to cards you want to consider putting in/taking out depending on what the metagame seems to be at the moment and troublesome decks to watch out for.
Important Cards to consider and why other cards are less efficient
Before anyone comments about it, the Stormrage is a bit of a joke inclusion, coming in at 6 Mana and nothing to protect it, against any other competitive deck there will be a plethora of options to kill him on the turn he comes out, and at most you'll be able to combo off 4-5 Flames which really don't cut it since you'll be out of steam by then. It's very important to know how much mana you need to save and what turns you need to make plays in this deck, and often which that will decide the course of the game.
Nat is arguably replaceable here, but at a turn 1-2 play that will draw a LOT of attention and removal since he offers the possibility of speeding up your clock significantly in a matter of turns, he's worth the slot in my opinion. On average drawing you a card every 2 turns, he'll be at worst, a 1 for 1 by trading for their removal on turn 2, and at best; gives you some nice card advantage. In a pinch, he can serve as a Shadowstep target if your board is clear otherwise, and boost up the combo on VanCleef/Adventurers.
Patient Assassin is a nice one-of, as a counter tech of sorts. You can play him essentially risk free on turn 2, threatening to instantly kill any non-divine shield threat on the board. With stealth, he's hard to get rid of, and works especially well against decks that have no counter measure to this. Only one copy is recommended since you don't want to bog down your deck with too many non-combo pieces, he once again serves as an emergency Shadowstep target.
Counter tech to rush/beat down decks (Murlocs in particular.). With Deadly Poison, you can slam the enemy board on turn 3 for 3 damage, or turn 4 for potentially 5. At worst, it's a turn 4 ping for 2 across the board which is still a decent clear. Doomsayer is not an option in case the opponents have more then 7 damage on the board.
At 1 mana, a very good combo piece as often on turn 2 your default play may be activating your Hero Power. Adds a potential 4 damage, assuming you don't use your weapon early; and combos very well with Blade Fury. Overall, works very well and can often make threatening lethal damage much easier.
Honestly, I have mixed opinions on this. While the possibility of your combo becoming an instant kill on turn 6 if it lives is near guaranteed, the odds of this making it to turn 6 is quite slim and heavily reliant on a conceal. Personally I would advise against it, however there are many who will swear by it.
Unless you have something on the board, or are ready to lose a couple of combo pieces to nuke him out early on, prepare to have a miserable time. Either way, this guy presents an issue and you're going to lose valuable cards dealing with him. At best, you'll have your Patient Assassin out on Turn 2 to deal with him (Thankfully Cho as a legendary is a 1-of only), and at worst, you might have to expend two backstabs to get rid of him. This isn't TOO bad, but avoid playing cards that allow your enemy to draw (Shiv) and hope that you draw out VanCleef or are able to kill them with a big Adventurer/Mana Addict early on before the card advantage wrecks you.
Very aggravating card to the deck if it's drawn since you only swing in BIG hits, and thus they'll be left with anywhere from 8-15 health left for the next turn. Mage decks are known to pack a lot of removal so don't expect anyone non-stealthed to see the light of day. Ideally VanCleef will be able to just swing again for the kill, but that's assuming they don't have a Polymorph ready for him. If you see a secret played, save your conceals to restealth VanCleef.
Another hoser. This is even worse than Ice Block since they can now Silence VanCleef before he has the chance to swing. There is no playing around this, just hope the Druid doesn't have it with silence/naturalize
Overall a very good card against combo/aggressive decks. Forces you to spend mana to kill him early on, or gimps your combo out by a card or two.
Completely hoses your combo. No playing around it, kill him fast or force him to spend it early. Silences in general are the bane of this deck.
Misdirection + Vaporize
Somewhat of a life saver, if you see Hunter or Mage secret played, throw a non-lethal strike before the lethal one ideally.
Hope RNGesus is on your side, don't play VanCleef alone.
Seems like Rangers are built to deal with cheese. Throw other minions at him before lethal strike with VanCleef.
Don't build VanCleef up to your own life total vs a Mage, play a minion to bait out the Mage Secret.
Don't swing for lethal first, bait out Paladin Secret with another swing.
Paladin Secret, Bait it out with another Minion first.