You can multiclass as much as you want. Only prestige classes need DM approval, and certain combinations of classes involving monk.
But that said combining caster levels with non caster levels is generally a bad idea, but in this case rogue being one of those few classes you might want to have a level of! But don't take it early. Save some skill points to dump into the rogue skills you want later, and it should be very useful. Or start with a rogue level to gain the most skill points of all the classes, and then take a second rogue level at higher level. But generally, the more caster levels you have, the more use you get out of them. And most importantly do what you want and like!