Trying to figure out my last skill for my Rogue/Assassin character... This is what I have:

Race: Bosmer
Birthsign: Thief

Primary SkillS.

Sneak
Destruction burning witnesses alive gives your character terrifying concepts. "the assassin who burns you alive if you see a kill." no one will even want to know if you're him.
Two Handed (nothing more than a guy with a dual claymore slaying a sleeping target - big old daggering down with the monsterous sword-

Secondary Skills

Pickpocket
Light Armor
Lockpicking
Alchemy

The ? is where I'm at a block. I'm deciding between three things, would like it to be combat related secondary skill and I decided not to go archery as I'd rather just backstab things to death with this as a secondary skill.

Illusion (I'm assuming this would be great on a rogue since you can cast while stealth.)
Enchanting + Duel Wielding Daggers...
Alteration (not sure what spells would be useful here).

Yes, I would suggest Illusion for your build. I am making an 'Ice Elf' that is a thief/mage build, here is what I will go with:

Race: Dunmer
Birthsign: Shadow

Primary Skills:

Sneak
Athletics
Destruction

Secondary Skills:

Light Armor
Pickpocket
Security
Blunt

I guess by "primary skill" you mean one you will use a lot rather than one you will get a lot of perks in, since I am presuming you will focus in one weapon type for 1H and get most/all of the perks for Light Armour.

Anyway.. Marksman seems the most obvious extra skill, since it makes use of Sneak bonus perks and Alchemy. Alteration is a possibility, having detect life and other utility effect. Illusion is possible for invisibility + silent casting, but without any other spells under your belt I do not know how useful that would be.