Are you using Master of Shadows? For me that made a huge difference. 30 energy everytime you vanish or shadow dance is a positive feedback loop - I never have to wait and can constantly spam attack keys, which gets me to finishers quicker, which refreshes shadow dance quicker, which gives me another 30 energy. When I do hit a lull, I vanish to kickstart the cycle all over again.
I don't claim to be elite, and others may be getting even better results with a different build, but I can say this build has been fun for me to play:
http://www.wowhead.com/talent-calc/rogue/subtlety/MZN0