Their both pretty good for both but Argonian (or possably better a khajiit) as a thief, Dark Elf for assassin. For both classes. Maybe if you start with the Thieves Guild pick Argonian but if you go for the Brotherhood first Dunmer and i would say being a thief is a good way to first train your sneak ready to be a assassin.
Bosmer, don't forget the Bosmer. I love my little Wood Elf sneak/thief/murderer/maniac!
I have a Redguard who is an excellent Assassin/Thief/Warrior! He will take down anyone or anything on Skyrim and Solstheim!
Yes and yes concerning the Redguard mention, I played as Redguard for the first time not long ago and the bonus stats are so well-rounded that it fit my assasin character perfectly, even better than my Dunmer assasin character initially. I wouldn't take anything for my Khajiiti cut-throat but I have a new-found respect for all things Redguard. They even start with a +5 to destruction don't they?
Make an argonian assassin! Well, lore wise anyway, since Hist (the one argonians worshipped) was somehow tied to Sithis, so it's natural for them