Rogues aren't proficient with shields and the best melee weapon they can use is one handed, so if you don't want to be dual wielding what would be something useful to have in your offhand in combat? Magic items allowed.
Useful things to hold in a free hand:
- Spellcasting components. Arcane Trickster Rogues, or multiclassed Rogues, have access to spellcasting and may want to do it in combat
- An enemy! Grappling requires a free hand, and is a very powerful tactic in the right circumstances.
- Mundane combat items. Acid, alchemist's fire, ball bearings, caltrops, holy water, and oil are all useful sometimes.
- A light source. Not everyone has darkvision, so a lantern or torch might be a lifesaver.
- A ranged weapon. You can't always get near an enemy, so having a dagger ready to throw might be handy.
- Magic items. So many that an enterprising Rogue might find useful.
And finally, and perhaps most importantly:
- A sandwich! Combats run a little long sometimes, and even the most doughty warriors can find themselves gripped by the pangs of hunger.
A Rogue might well want to hold tools, such as Thieves' Tools in their off hand, or keep it open in case the opportunity arises to ... thieve something.
A Thief also gets Use Magic Device, and Arcane Tricksters can naturally attune to some wands, opening the excellent possibility of wielding a wand in the off hand.