It's not so much that you have to sacrifice DMG for Crit, it's more that you have to choose between Crit and Dodge.

Instead of going all-out on any one stat, I choose to go with a high damage/high crit build with reasonable survivability statistics (Dodge & Armor). I had a Red Beard <something or other> of Security, which added more DMG, HP, but I ended losing 130 mana, which ultimately nerfed by ability to deliver damage.

My Lv 22 Rogue's Stats:

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It's all a balancing act, because I have builds that get me to almost 30% crit, builds with >30% dodge, builds with >155 DMG, builds with >800 armor, but each one of these extreme builds introduces a significant weakness. My DMG build had low armor and such low mana that I couldn't fully realize the added DMG because without mana, I can't use my skills. My "tanky" build has such low DMG and Crit that I had a hard time killing anybody. My Dodge build was totally worthless (I believe that Dodge is an overrated stat, especially at endgame, because you really aren't dodging that often).

Rogues don't get the benefit of shielding, so, with extreme builds, they are like Staff Mages in PL - awesome nukers, but constantly one-hitted.