Well, Rogue specifically is kind of difficult. She's a huge VPP linked to a huge uncontrollable Drain/Transfer (bought way down on the time scale) and a huge uncontrollable non-EGO-based Telepathy. VPPs are not for rookie players. Working out exactly how the Transfer feeds the VPP, and how the resulting powerset works out, is not for rookies either. And to pay for all that she has enough limitations and complications to make her a near basket case.
Hardly a knock against Hero, of course, since I can't think of any other game systems that could even come as close to modeling Rogue as we can. But it's still among the tougher Hero builds to define and play.