If you're not min-maxing at the level cap, your best bet will generally be at least one, if not two, of the three Gathering professions, Skinning, Mining, and Herbalism. If you do decide to take a crafting profession, choose the gathering profession that meshes most closely with it (i.e., if you take Leatherworking, grab Skinning, Engineering, grab Mining, or Alchemy or Inscription, take Herbalism.)
If you want to make money using a crafting profession, the best choice before the cap will be Inscription, as the Glyphs you can produce as early as level 5 will be used even by level 80 characters, providing you with a constant market.
If you want to produce things you yourself will use on a regular basis, Engineering provides fun toys, and trinkets at much lower levels than they'll be availiable as drops. Leatherworking allows you to make your own armor, but drops and quest rewards will, for the most part, be better than what you can craft - at least until the Cataclysm expansion releases. Alchemy will allow you to make a variety of useful consumables, but in general, you will have to make many more than you'll be able to use as you level, and there won't be much of a market for what you craft.
Enchanting is a viable option as well, and you'll be able to enchant your own gear as you level, which is handy.
Realistically, until the +Stat bonuses at 400+ skill come into play, there really isn't a 'best' or 'most useful' profession. There are a few that will be much less useful to you as a hunter, such as Blacksmithing and Tailoring, but for the most part, you should be fine picking out whatever you find fun.
The only other major note worth making is that each of the three gathering professions provides a free 'passive' boost as well. Mining will give you some extra Stamina for free, Skinning will give your character increased critical strike chance, and Herbalism will teach you Lifeblood, a free Heal-Over-Time spell you can cast on yourself on a short cooldown. The crit from Skinning especially should be very handy for a low level hunter, though the other two perks are nothing to sneeze at either.
Update for Patch 4.0.6!
Leatherworking is now exactly as good as blacksmithing / enchanting / alchemy / inscription. Pick Jewelcrafting if you need that 1 extra stat, but the rest are totally a wash.
Original Answer
Jewelcrafting can give up to +81 to a primary Stat, whereas enchanting / blacksmithing / inscription etc. only give +80. (Exceedingly minor difference.)
Also worth looking into is Leatherworking, which offers unique arms-slot enchants that are unique in that they provide a primary stat bonus (such as strength) otherwise unobtainable as an enchantment in that slot.
In general, the gathering professions provide less useful benefits than the secondary professions, a possible exception being Mining, which provides health. (Strength is a better damage increaser than both crit rating from skinning or an activated haste+heal from herbalism).
So the bleeding edge optimization would indicate Leatherworking and Jewelcrafting as the best, in terms of pure +stats. Mining / Jewelcrafting is easier to level, and the bonus health from Mining is not wasted during the period before (if) you switch it for leatherworking.
Beginning with Wrath, and developed to completion in Cataclysm, class is largely meaningless when looking at profession bonuses. The core primary stats of Intellect / Spirit / Strength / Agility are usually all available within a single profession (if they're present at all), making class choice largely irrelevant.*
Even Tailoring isn't useless for melee characters, as it provides a +AP cloak enchant (though its proc-based benefit compared to simply passive +strength is debatable)
Best Answer
I haven't played WoW in a while, but WoW builds are constantly changing. Because of this I think you'll find a constantly updating source helpful. I always found great information at Elitistjerks, mmo-champs and even in the wow-forums.
This a good guide for rogues in cataclysm. His update is from this month, so I believe this is a accurate guide.
Some good sample here, here and here
Ok some explanation now:
Why subtlety:
Subtlety rotations:
Check out the links. they are more complete, with Gems, runes, professions even races. Sorry for the link only post, i used to see some http://jsfiddle.net/ posts on stackoverflow, and i like post the font with a link, by my mistake (was late) i forget post some content with it. Thank you for your -1