This post contains spoilers for the Legion Rogue Class Order story.
Once my rogue got to 50, I took her to Legion and started doing the Rogue Class Order quests. The rogue story line is quite good and seems very unique compared to the other classes that I've played. There's a lot of sneaking around, and making good use of the unique rogue skills. Many of the other classes seemed to reuse sections of their quests.
Though, the story has a crazy body-count! A pretty big shock to anyone who doesn't play a rogue. The entire town of Darkshire got killed, as well as Amber Kearnan. They did bring Vanessa VanCleef back, though.
All in all, it was a very enjoyable experience, unique even among the other classes in Legion.