Dunno if this thing is going on still, but here's my two to three cents on the subject.
I played burg because in most games in the past I had played I found that I was more than likely to try and sneak around enemies to save myself the trouble of having to fight every. Single. One. I also had a knack of hiding in niches and sneak attacking other players in multi-player games rather than running right into the fray. So when I looked into the character, saw that they'd be sneaky and--even better--steal from enemies, I was all for it.
One of the best things about burgs that I've found so far though is that people often times underestimate the strength of the burg. Obviously turning invisible and going through an entire horde of enemies is what people mainly know about the class. But there's so much more to being a burglar. I've found myself taking on more than one enemy, happily stunning one into submission while I slice and dice another. Then there's all the gambling: the healing factor, the move to lower defense and attack power, the trick to disarm your enemy, the ability to spot even the tiniest crack in your opponents armor to hit them where it hurts...
It's just a well rounded, class I believe. Yes there are weaknesses because all classes do have them (for instance when four enemies jump you at once and you're woefully unprepared as your Hide In Plain Sight move still has to reload), but a Burg is extremely fun to play. Out of all three of my characters so far, my main/my burglar is the character that I enjoy playing the most.
P.S.- Don't play it if you don't have the patience to plan out which attacks to use when and you simply like to run headfirst into the enemies. You'll die if you do that as a burg.
P.P.S.- Nothing beats robbing every enemy you come across though.
Go tell that long tongue liar, go and tell that midnight rider, tell the rambler, the gambler, the back biter, tell 'em that God's gonna cut 'em down.