We'll start out assuming you all have a place to stay and the rent's paid. Some of you might share a space, or all live in different districts. That's up to you.
This being a mostly-city thing, you'll mostly encounter humans and humanoids. Like you, they have levels in various classes, but since they're not you, they don't all have to kill things to get xp. I was just reading a thread about NPCs and the Gamemastery Guide, and thought "So what class and level is the barmaid?" Of course, the answer is "It depends." It's not likely to matter very often.
With 6 of you playing and working on rogue-y stuff, I hope you don't mind dividing duties and maybe even going out alone or in small groups. This goes against the "don't split the party" maxim, but it's a city, and most people can walk from one end to the other without getting killed. Gangsters, naturally, aren't most people. You'll eventually have to be careful in certain areas, TBD.
I'm hoping that we'll have more than one story going on, and you'll be able to decide for yourselves what you want to do. I want to keep things sandbox-y and player-directed. Your ideas are as good as mine (probably better), and the people who post the most will do the most. We'll need daily posting (weekends optional, but encouraged) to keep things moving.
It takes a while to get into a rhythm and get a feel for what you can realistically do. If everybody's patient, we can all have some bracing adventures going on and get to do some cool things. This setting offers a lot of possibilities, but I'll need your help to make it exciting.