Light Weapons that the rogue has proficiency in
These are really the only significant concerns. You need a light weapon for Weapon Finesse and/or Two-Weapon Fighting, and you need too many feats to burn one on proficiency in something fancy. You could go with a rapier in one hand and a light weapon in the other, if you wanted, but if you have any feats or class features that work for only one weapon, it’s better not to (most of those feats suck, though, so it’s totally valid to not have them).
The differences in base damage, critical ranges, and critical multipliers barely matter at all. The difference in damage between a 1d4 and a 1d6 weapon is, on average, 1. Even at first level, that will probably never matter. Criticals happen much too rarely to put any significant investment in them, so the critical range or critical multiplier mean quite possibly less.
Unless you are taking Shadow Blade (which is an excellent idea and highly recommended; see below), just pick whatever light rogue weapon strikes your fancy. It probably will never make any difference.
About feycraft weapons
Rogues tend to be feat-starved, and Weapon Finesse is often an extremely desirable feat for rogues. If you can afford it (or can afford to wait), a feycraft light weapon is treated as if the wielder had Weapon Finesse even if he does not. Feycraft is an item template from Dungeon Master’s Guide II, and costs 1,500 gp on top of whatever the weapon costs. If you’re concerned about things that require that you actually have Weapon Finesse, like a feat or prestige class, note that this requirement can also be covered by Shadow Blade, which as noted, is highly recommended.
About Shadow Blade
The only other concern is validity for Shadow Blade, an excellent feat from Tome of Battle. Shadow Blade gives you a damage bonus equal to your Dexterity, but only if you use a dagger, sai, short sword, siangham, unarmed strike, or spiked chain. Since you don’t get proficiency in sai, siangham, or spiked chain, and unarmed strike requires Improved Unarmed Strike, you should ignore those, leaving the dagger or short sword. Both are light and rogues get proficiency in both, making distinctions between them fairly trivial.
Daggers can be concealed more easily, though. That’s fairly nice, particularly for a rogue. Compared to a paltry ~1 damage, I’d take it.
Note that to take and benefit from Shadow Blade, you must have and be in a Shadow Hand stance. Both island of blades (1st-level stance, flank as long as you and an ally are adjacent to the same opponent) and assassin’s stance (+2d6 Sneak Attack damage) are excellent for rogues, so this is no great burden.
To get either as a pure-rogue requires a Martial Study feat for a Shadow Hand maneuver (cloak of deception, 2nd level boost: swift-action greater invisibility for your turn only, and shadow jaunt, 2nd level maneuver: teleport 50 ft. as a standard action, are available at character level 6th, and are excellent choices), and then a Martial Stance feat (you need to be character level 10 or higher to qualify for assassin’s stance, but island of blades is available immediately). That’s three feats for Shadow Blade; that’s a heavy investment.
A better choice is to dip swordsage at character level 9th. This gets you 6 maneuvers (which can include both cloak of deception and shadow jaunt, as well as the excellent wolf fang strike and sudden leap from Tiger Claw) as well as your choice of stance, which can include assassin’s stance. Once you get these things, you can take Shadow Blade straight-away as your 9th-level feat. This is an excellent option.