Look at the selection of powers Leorah has to offer; that should give you a good starting point. You'll definitely want to be a Thief with Strength (for physical damage), Agility (for Initiative, Accuracy and Evasion) and Cunning (for massive crits) as your main stats, and I'd recommend filling in the rest of your power slots with Thief or Thief-like powers. Your companions should have a mix of debuffs (to trigger your Twist The Knife) and tanking/healing (for survivability; chances are, you'll be responsible for at least half of your team's damage output, which will generate high Threat). My preferred build is:
- At-will: Arcane Shot, for damage against enemies with high Armour and/or Evasion
- Recharge: Crowd Control (for AoE damage) and Sure Shot (for reliable, low-CD high damage)
- Encounter: Dastardly Trick, for high damage and a guaranteed debuff if it hits
- Ultimate: Assassinate, since it's the only good physical offensive Ultimate
- Weapon: Bessy Mauler, for its high damage and AP
- Equipment to negate the Bessy Mauler's penalties: Wide-Brimmed Hat, Winged Sabatons, 2 Lucky Strikes (the Hornet Ring can also work, if you don't mind hitting the breast size cap)
- Equipment for more damage: Royal Gloves, Champion's Belt; some of the above also help
- Equipment for more survivability: Lamellar Armour, Fluffy Scarf, Cloak of Winter
I did make this build a while ago (like, shortly after the Palace of Ice quest was the most recent addition), so there's probably some better equipment/powers available now. From the wiki:
- Frostfire Shot seems like a good replacement for either Crowd Control or Sure Shot, depending on the situation (e.g. switch out Crowd Control if you know single-target damage is high priority).
- The At-Will Stance powers Zo teach look good if you don't need Arcane Shot, especially Equanimity (bigger crits), Intuition (+Evasion), and Equilibrium (Prone/Disarm immune). If you're using one of them, you might want to consider using the Silver Mask too, as it boosts their effects.
- The Everblossom Hood, with its Threat reduction and heal-over-time effects on each hit received, seems good for survivability.