Okay… so. In the campaign I’m currently in I’m playing a Soul Knife Rogue. Additionally I plan on dipping into Warlock a bit for some Hexblade goodness, but have a few issues with it. Mainly where exactly to stop committing to warlock, as I’d love to go far enough for some decent utility, combat, and admittedly flavorful spells, but I don’t know how many levels of Warlock is “good enough” with out missing out on rogue features. 

I’ve bounced around a bit and with theoretical paths to go but have yet to get to a comfortable point. At first I wanted to at least get Soul Knife’s lvl 13 feature, because invisibility for “free” is a rogues dream, but through feats I ended up getting Shadow touched, so I already have invisibility.

At one point I wanted to do less of a dip and more of a dive into warlock and get to the 8th mystic arcanum, including a (relatively) whopping 13 other spells not including arcanums and 7 invocations, but at that point I skip nearly all of the rogue features. 

The plan I keep coming back to is going rogue until level 9 to get the soul blades feature, homing blades could be helpful and “free” teleportation through psi die could be great. This would allow me to get to the first mystic arcanum for warlock, and give me a decent about of spells and invocations. I miss out on a lot for either class but I get decent bonus from both.

TL:DR

Im a rogue who doesn’t know how far to fall to the dark side, send help 

Soullknife/Hexblade is particularly bad.  Soulknives don't play well with game mechanics that interact with items - e.g. a Hexblade's Hex Warrior, or if you go to level 3, Pact of the Blade, or any mechanic for casting Magic Weapon or Elemental Weapon on weapons, or a Forge Cleric's boon, or an Artificer Infusion... etc etc.  You may have missed the most commonly complained-about flaw of Soulknives: their psychic blades don't exist outside of their turn, and even then, it doesn't exist outside of their attack.  This causes all sorts of headaches, like how they can't make opportunity attacks with their psychic blades.  If you want to do a Hexblade Rogue, Swashbuckler and Arcane Trickster are easily your best bets.

Since you're already a Soulknife, with, I assume, Charisma as your secondary or tertiary stat, I expect the ideal Warlock subclass for you is probably Genie.  The additional damage stacks nicely with sneak attack.

You shouldn't dip into more than 4 levels of Warlock, full stop.  How many levels depends on how badly you want invocations (level 2), a pact boon (level 3), and then an ASI (level 4).  Without planning out invocations and pact boons, that's tough to answer for you - you have to answer for yourself.  Since pact of the blade won't work for you, and pact of the chain will be pact of the tome but worse (you'd rather attack with your own psychic blades, not the familiar), the low-hanging fruit for your pacts are talisman and tome.  How much do those appeal to you?  If the answer is that they don't, you know to bail on Warlock before level 3.  Same thing for invocations - how badly do you want Devil's Sight and probably either Misty Visions or, if you go to 3, a pact-specific invocation?

The psychic blades also don't work with Booming Blade or Green Flame Blade either, which is a shame. If you are set on Hexblade, you will still benefit from the 1/short rest expanded crit range as well as the Shield, but I wouldn't invest any more than one level. Also as quindraco said, Genie patron would add to your damage once per turn for a 1 level dip. Undead would make you more tanky and eventually give you access to necrotic damage, though at 6 levels it's a steep investment.

Quindraco’s advice is good, though the Genie 6 flying feature does slap so some Warlock MCs might want 6 levels. But if you’re really going into T4 with this character, and building 13+ levels of rogue...,  being within spitting distance of turning your soul knife into a monk with Rend Mind, I don’t know why you’d skip that for minor Warlock features at all really. 

1-3 levels of Genie warlock, at most. I don’t see many Invocations that matter, honestly, or Boons, so I’d stay pure rogue. 

Depends on the focus. If you want lots of non-combat abilities, 3-5 warlock levels works to get a decent range of abilities (3 invocations, 3rd lvl spells, 5th lvl invocations). You can also go with 7 levels of rogue and then the rest warlock if you want evasion and lots of spells. You also don't actually need to use the soul knives all the time, keep in mind. You can go with 2 lvls of warlock for improved pact weapon and another invocation and then use your pact weapons when you run out of psionic energy dice.

I hope this helps; have a nice day!

Quote from ArntItheBest >>

What DOES scale well with a Soul Knife is Monk. Since the psychic blades are simple, melees weapons, they count as monk weapons and would scale with the Martial Arts Die. If you go Way of the Shadow, you get some additional rogue-ish spells (Darkness, Darkvision, Pass without Trace, Silence, and Minor Illusion) and some additional free teleportation (while in dim light or darkness) at level 6.

As your Wis should already be decent for Perception checks, you should already have enough skills to multiclass into this. Plus you now will be fully combat ready if you're ever stripped of your gear.

This has pretty bad scaling - for example, when you get Extra Attack, all you can generally do is be sad, because Psychic Blades doesn't let you manifest a second blade for your Attack action second attack.  Soulknives are fundamentally built as a ranged subclass, so there are issues trying to mix in too much Monk stuff, which tends to be melee heavy.

Now, if you want good scaling, you could take a 1-level dip into Peace Cleric.  Psi-Bolstered Knack stacks with Guidance and Emboldening Bond, and Soul Blades Homing Strikes stacks with Bless and Emboldening Bond.  Soulknives are quite bad at murder, but Knack is a lot like having a bard around but worse (and it stacks if you have a legitimate Bard around). 

Bladesinger would compliment, as it gets an Extra Attack at level 6 which allows a cantrip to be the second attack. That would let you do fun stuff without running out of Psychic Blades, if your intelligence was decent... just don’t try using it for GFB or BB, because the blades will once again let you down by not being quite real enough or lasting quite long enough.

I didn’t actually check the Genie Subclass prior to planing this out, but wow that sounds great for rogues! As far as the Hex Blades features, I planned on using the psi daggers AND a pact weapon, the daggers for sneak and utility and the pact weapon for when I would have to fight. After looking through the spell list again I would barely have to go past 3rd level for most of the useful for me. Most of the invocations I planned on going for were utility, Devils sight(as you mentioned) and perhaps eldrich sight as well. Going any deeper I’d run out of necessary invos and pick up anything that shined.

As far as the monk combo, I started looking at that as well, but noticed the Soul knives having a problem with multiple attacks. Which, if I would happen to go monk wouldn’t be that bad of a problem as I could just punch my problems away. The spells included however completely complement the rogue, and would be a nice addition.

Bladesinger! That didn’t once cross my mind! It runs into a similar problem of the Soul Knives not being very useful for multiple attacks, but unlike the monk the Bladesinger would give a bit more magical ways of fixing the problem. Not to mention the extra AC from the blade song and the extra movement.

This was extremely helpful, and I’ll definitely think about this further. Thank you all for your insight! 

Also have you considered Fighter? Second Wind, Action Surge, and a Fighting Style are pretty good. Dueling or Thrown Weapons would add to your psychic blade damage, and if you go Battle Master you could make a pretty devastating grappler. Take Expertise in Athletics, get Grappling Strike, and depending if your DM rules a successful Shove as a hit, you can grapple and prone them in one turn and then every turn after that you can hit them with both soulknives. The only advantage with them disappearing after the hit is that you will always have a free hand to maintain the grapple. Guarantee that you will have Advantage and they will have Disadvantage. The ol' ground and pound.

As far as the Hex Blades features, I planned on using the psi daggers AND a pact weapon, the daggers for sneak and utility and the pact weapon for when I would have to fight.

This is actually a pretty good take on melee Soulknife even without MC. Psi dagger in one hand, scimitar or something in the other. You still get a (weaker) BA attack through TWF and you don't suffer any of the OA issues. It's pretty easy to fixate on the blades, but most of the class functions just fine with a mundane weapon and an open hand.

Quote from Ophidimancer >>

Also have you considered Fighter? Second Wind, Action Surge, and a Fighting Style are pretty good. Dueling or Thrown Weapons would add to your psychic blade damage, and if you go Battle Master you could make a pretty devastating grappler. Take Expertise in Athletics, get Grappling Strike, and depending if your DM rules a successful Shove as a hit, you can grapple and prone them in one turn and then every turn after that you can hit them with both soulknives. The only advantage with them disappearing after the hit is that you will always have a free hand to maintain the grapple. Guarantee that you will have Advantage and they will have Disadvantage. The ol' ground and pound.

 I in fact did not consider a fighter! There is one minor problem with the whole “Ol’ ground and pound” idea however… MY ROGUE HAS NOODLE ARMS. Jokes aside, my rogue does have(mildly intentionally as a bit) TERRIBLE strength, and unless dex can be used to Implement the patented ground and pound, I think she’s sticking to her knives.

I do greatly appreciate the insight though! I may just have to put some future adventurer down the path of Ground and pound.

There are a number of ways to prone a creature without using Shove - Open Hand Monk and Battle Master Fighter Trip Attack are two that quickly come to mind - but yea - grappling will be very tricky without expertise in Athletics (and even then - with a very low strength it may still be unfeasible).

There's probably a lot of redundancies in the idea, but I feel like Soulknife Rogue and Echoknight Fighter would make for a really interesting multiclass combination. It's kind of Bonus-action heavy, so it appeals more if you're looking to have a lot of options in combat as opposed to having one or two reliable techniques you can utilize regularly.

Knowledge Cleric and Psi-Bolstered Knack.  Divinity to make you proficient in a specific skill and Knack to give you free bonuses if you fail.  Enjoy being good at potentially everything once every so often.

As a rogue with Sneak Attack, you almost certainly would not want to make unarmed strike (which is not a finesse weapon) opportunity attacks, even with monk damage die. Far better to hold a dagger (which will also progress with monk), which can deliver Sneak Attacks. 

Bonus Actions may be taken mid-action, including mid-Attack. This gets... messy, but to benefit from Extra Attack with a sneak-attack eligible weapon (and keep it in hand for reactions):

Starting with two free empty hands, Attack with a manifested psychic blade. Immediately take your Bonus Action to manifest a second blade in the other hand and attack with it. After that, finish your Attack, drawing a dagger as part of the attack. End your turn with dagger in hand, for possible OAs. Start of next turn... drop the dagger for free, and start the above progression over again, drawing a new dagger (or picking the old one up off the ground) when you get to that point.

I hate it, but because Psychic Blades is overly-specific that the bonus PB has to be a different hand than the first PB, that’s the only way to do it. 

Quote from Chicken_Champ >>

Bonus Actions may be taken mid-action, including mid-Attack. This gets... messy, but to benefit from Extra Attack with a sneak-attack eligible weapon (and keep it in hand for reactions):

Starting with two free empty hands, Attack with a manifested psychic blade. Immediately take your Bonus Action to manifest a second blade in the other hand and attack with it. After that, finish your Attack, drawing a dagger as part of the attack. End your turn with dagger in hand, for possible OAs. Start of next turn... drop the dagger for free, and start the above progression over again, drawing a new dagger (or picking the old one up off the ground) when you get to that point.

I hate it, but because Psychic Blades is overly-specific that the bonus PB has to be a different hand than the first PB, that’s the only way to do it. 

 
Why not just use your move/free action to switch your wielded dagger to the other hand after you’ve taken your regular action?

.... you’re right. The Bonus PB is “after you attack,” not “when you attack” like I thought, so empty offhand isn’t checked until you try to take the Bonus. That’s much simpler, no dropping needed, good catch! 

Quote from Chicken_Champ >>

.... you’re right. The Bonus PB is “after you attack,” not “when you attack” like I thought, so empty offhand isn’t checked until you try to take the Bonus. That’s much simpler, no dropping needed, good catch! 

 Haha I wasn’t as invested in this thread as others, I definitely figured there was some wording that prevented that so I was expecting to be corrected. 

TAKE TWO LEVELS OF PALADIN. USE WARLOCK SLOTS TO FUEL SMITES. STACK SMITES WITH SNEAK ATTACK. then his because your email with spelljammer elder brain terrasque (a spelljammer  fleet of illithids with a few terrasques with eler brains implanted in them. )