Not competitive by any means, but I have a lot of fun playing Burgle Rogue than the other archetypes. Don't bother playing this in ranked, it's purely for fun.
1. Brann Bronzebeard and Nefarian aren't essential by any means. They can be replaced by spells, tech cards, or other legendaries like Xaril, Poisoned Mind and even N'Zoth, the Corruptor if you decide to tweak it to be a Deathrattle deck.
2. Rogue is the least fun matchup for obvious reasons.
I kinda forgot about this deck existing, and keep in mind this is just for fun and nowhere near viable competitively. I replaced a few cards that just aren't good anymore (ex. Patches) but still included Prince Keleseth as he's pretty fun still. I also added in Lilian Voss, which isn't a good card and you might benefit from not including her, but I think she's fun in this deck. I think Valeera the Hollow could work nicely instead, or Nefarian or Brann.
FROZEN THRONE UPDATE: The deck is now Wild due to the rotation of a few key cards. Same rules apply as above, except I've removed Brann Bronzebeard due to the fact that I never used him that much and would rather experiment with new cards anyways. Once again, Nefarian isn't required because he's quite slow, but I like the card personally. You can swap him for anything you want: Edwin VanCleef, Tomb Pillager, a neutral card like Sylvanas Windrunner? You name it. I don't think Patches the Pirate is essential either, I just included him cause of the two pirates. Obsidian Shard is an interesting new card that I've found very useful. Even if you haven't played any cards from another class, you can still equip it on turn 4 in a pinch.