Well, now we need to specify what we mean by rogue.
Axel killing Zexion because Zexion was manipulating Riku is kind of interesting. For one thing, Axel doesn't kill Zexion, the Riku replica does. Also, Zexion had just finished trying to eliminate Riku when Axel shows up and disposes of him. As Jiminy's journal says, most of the time Axel seems to be just messing around, but for all we know, he's done more thinking than everyone else put together. When Axel releases Namine and screws up Marluxia's plans, he says "all the actors are in place. Namine, Sora, Marluxia. Now, give me a show to remember" (or something like that), which seems to indicate that he is following his own agenda.
Also, has anyone noticed that in CoM, we don't see DiZ with the other Organization members? In the KH2 previews, we do, but while the Organization members discuss things amongst each other (except Axel, who talks to himself half the time), DiZ never consults with the other Organization members. I'm not sure just how significant this is, but it is certainly worth noting.
(SPOILER)"What are you making me choose now?"
"Will you take the road to light? Or the road to darkness?"
"Neither. I'm taking the middle road."
"You mean the twilit road to nightfall?"
"No. The road to dawn."
Damn good answer, Riku!
