1)
Get ahold of a +1 rapier and get it beefed up by the smith in the City Core.
That is a very nice rapier for chapter 1 in my opinion and is what my own rogue is using.
2)
Daelan is in my oppinion one of the best henchmen in the original NwN and I would, if using henchmen, 9 out of 10 times use him as my main henchmen. Even if I was a fighter type.
My advice is stick with him.
3)
Multiclassing is a very personal matter, because it all comes down to what you want to do with your character.
There are pros and cons as always, but rogues make good multiclass characters in my oppinion.
4) I can't remember the excat location of the Grenleaf, and if there is more then 1 of them. But it is certainly not in chapter 1

.
Hope this helps.