looking for some opinions on dual-classing a Kensai...What is the best level to dual class to mage from Kensai? Also, has anyone played a dual class Kensai/thief? Seems like a good way to add vital thief skills to a party while maintaining good offense...Any ideas?

Level 9 is best because you get your third kai skill. A Kensai thief would suffer though, because while he's a pure thief he can't wear any armor and doesn't get the AC bonus, nor can he use bows or slings. Wouldn't improve much when he got the kensai skills back.