I had a RP idea for playing something akin to a rogue, but taking it in a different direction. A police officer hunting down a criminal mastermind. Something like Inspector Javier or the thief-catcher from Wheel of Time. A build that emphasizes tracking, information gathering via Intimidate, etc. The character would have some of the skills of a thief to better know his prey. I'm very new to 4th edition and only have access to PHB1, PHB2, MP1, and HOTFL. I'm worried that it may not be on par, power-wise, in my DM's combat-heavy campaign. I'm guessing we're going to stay in Heroic tier. Any ideas or suggestions on the build will be greatly appreciated!
It sounds like you're thinking more along the lines of a skillset and less along the lines of a preferred class. You might want to first figure out which skills are the most important to you. Typically an effective character has two stats that they try to keep as high as possible, so you'll probably want a class with primary and secondary ability scores that correspond with the skills you value the most.
Wisdom: Tracking is typically based of Perception, a very good skill for an inspector-type character to have. Insight is another good skill that uses Wisdom.
Dexterity: Skills like Thievery and Stealth rely on this.
Charisma: Intimidate and Displomacy want a good score here.
Once you identify which skills you want to keep top-tier, consider which classes best support this. For example, Rangers support Dex/Wis builds pretty well, and Rogues and Assassins can easily support Dex/Cha. If you're leaning towards Cha/Wis, Bard might be the way to go, etc.
And if you're having a hard time making up your mind, consideration of your party composition is also a good idea. For example, if your group already has three strikers and no leader, being a leader class could really help your group in a big way.
In the 3.5e Eberron Campaign Setting there was the Master Inquisitive prestiege class. With required skills of Gather Information, Search, and Sense Motive, this class was a good pick from rouge. In fact, I played one in a Sharn campaign based on Law and Order. I don't know what there is in 4e, but that could give you a starting point.
There is also the Sentinel Marshal theme for Eberron characters, but I'm sure you can refluff it for any campaign. If you can, find someone with DDI access, and you'll be able to find anything you need there.
Pick up the PHB3. It's very worth it -- especially since it has Dex/Wis monks, which I would recommend for you strongly. (If you get Heroes of the Elemental Chaos too, even more options come up, since you can play a Dex/Cha monk then. That can lead to Rogue hybrid, etc. etc.)
Also, I find that having multiple languages under your belt really emphasizes your role as an inquisitor. (Maybe it's just me, but I like it.) As such, I would recommend the Linguist feat. I know it's a suboptimal choice for a combat-heavy campaign, but it has lotsa flavor, and at least you know what curses the elementals, dragons, and elves are throwing at you. (Also, if you pick up the EPG, check out the dragonmarks. Mark of Scribing, Tracking, Shadow . . . all good and flavorific stuff.)
And don't forget skill focus and skill training. In the PHB3, there are also even skill powers, which emphasize your skills even more.
You have thievery and stealth with perception and insight but lack in social situations, or rather, are unable to respond in social situations. (Lack of Diplomacy and Intimidate)
If you really want to be a talker, IMO an Int/Cha or Wis/Cha Bard is truly the way to go. You are knowledgeable in darn near everything and have an encounter power boost to social skills if needed. If it were ever to get to Paragon, multiclass rogue and grab up Jack-of-all-Trades paragon path to make your skills silly good.
You can use your background for some sort of suitable find that gives you Perception/Insight/some other skill as a class skill, if your class does not qualify. This gives you a lot of freedom in picking a base class. If your base class already gets the skills you want, you can get a boost to one of those from the same backgrounds.
There's a "Detective" theme that adds Insight and Perception to class skills, and a +1 bonus to each. It's Scales of War, so they're on a slightly higher power level than the backgrounds being released now. If that doesn't fly with your DM, "Bounty Hunter" can get you Perception or Stealth as a class skill if you're lacking them.
There are a number of utility powers that let you substitute a skill for most of the social skills. So as long as you don't have to do it full time, you can still put in a decent showing on those when required.
I've mocked up some Detective style characters many times. In Eberron, there's a Dragonmark (Mark of Detection) that works well for this, since the Mark of Detection is meant to work for Inquisitives/Detectives. (Roll perception skill twice is one of the features)
One option that I went with was an Earth Warpriest (from a Dragon magazine article) and ended up taking the Scholar background and Traveler's Insight feat. by level 10, it pretty much bumps Insight so high that it's nearly impossible to fail. (You learn extra skills and all languages. Pretty helpful for a detective, I think) You could also consider the Oghma domain Warpriest, from the Neverwinter Campaign setting. It lets you use WIS for your INT based skills (religion, Arcana, history). Mix that with Scholar Theme and you've got the knowledge skill monkey.
You could also try it with an Artificer (also from Eberron) that's multiclassed to Wizard and take several Wizard cantrips that replace some skill rolls with Arcana.
I think the 2 most important skills for a Detective are Perception and Insight. Bluff and Diplomacy are useful, as is Theivery, but it's going to be hard to stat both your Wisdom and Charisma based skills without leaving other stats awfully low. It all depends on your final concept though
Cha/Int character can make quite a decent attempt at fulfilling the skills for all three stated. Note though, that I tend to drift towards an Arcane-style Detective quite often. Dresden Files has had quite an influence on me.
Charisma fufills the Intimidate, Bluff, and Diplomacy parts if you can get the training.
Perception and Insight requires Arcana training, 11th level, MC Sorcerer, and Sorcerous Vision. This allows you to make Arcana checks in place for Perception and Insight Checks.
Thievery requires training, Arcane Familiar: Disembodied Hand, a Pact Blade +1 (any light blade type), and the Prison of Salzacas. You'll need further Thievery boosters as you keep levelling, but the mentioned should be enough to have a decent Theivery check. The Pact Blade basically acts as the Detective's pocket knife to jimmy doors and such. The Disembodied Hand though is what really makes it easier to open locks (You use it to make the Thievery checks, with all the various stacking bonuses).
Stealth is not going to be that great. Just training, any item bonus you can get out of shoes/armor/neck items, and the Footspads+Camoflauged clothing. Not something to rely on, but it might get by for a detective.
So for Cha/Int stats? Thats Cunning Bards, Fey/Star/Infernal/Sorcerer-king/Dark/Elemental Pact Warlocks, Star Hexblades, Deception & Tome of Readiness Wizards, and Enchantment/Illusion Mages for what I can think of.
Outstanding feedback from everyone, thank you. Bard seems to fit best from an RP standpoint, but I think EasyT's first thought really caught my eye: a ranger. I think I can get the RP I want with enough ranged attack to not be gimp in combat. I haven't read up on rangers yet, but assume they can summon natural allies. I like having some eyes and ears for even more info-gathering. Jack of All Trades seems pretty nice here, especially for the RP skills that I wanted outside of the ranger's skill set. Linguist seems great as well. I'll definitely see what PHB3 has to offer to modify skills. Thanks again everyone, lots of food for thought.