thme: I am finishing MoTB soon - great module and will be starting Mysteries of Westgate. I am thinking of a build that can cast arcane spells, but also have some melee ability as well. Trying to decide between a DEX based bard (maybe dual-wield), a Fighter 1/ Wizard 5, EK 10 and going with Weapon Finesse or a Swashbuckler 3, Wizard 5, EK X, obviously Finesse focused with a rapier.
Eldritch Knights are fun, but hard to build. First of all,
you are a spellcaster first and a warrior second. Due to the way its prerequisites are structured there is no way to qualify for Eldritch Knight without committing to a caster-heavy build. You have a little more leeway if you're planning on your build maturing in the epic levels, but MoW isn't an epic campaign. The ideal way to qualify for Eldritch Knight is as a Wizard 5 or Sorcerer 6, using a feat to purchase martial weapon proficiency. One level of Fighter is viable, but a bit of a sacrifice so I'd only recommend it if you
really want that bonus feat. Three levels of Swashbuckler is out of the question; it's too big a dampener on your spellcasting ability, while all that wizard multi-classing is too big a dampener on your offensive abilities. If you want a character who balances arcane magic with combat ability, then Bard is a much more suitable option.
There is, unfortunately, no arcane gish that really keeps up with Cleric or Druid. Those two get spell progression to match the wizard (though not as good of a spell list), attack progression to match the bard, good class features, and they can cast in armor without hindrance. Without delving into pen and paper sources there's no arcane caster that class that does anything quite like that.
thme: Probably Aasimar for the Bard and Sun Elf for the GISHes, though Drow is tempting just for something different.
Avoid Aasimar and Drow like the plague! Their large stat bonuses are very helpful, but you will never recover from the level penalty until the epic levels. Not worth it! Sun Elves make very good wizards.
thme: Is trying to dual-wield worth it, or better to try for a little more AC with a buckler?
You need something very specific in mind for two-weapon fighting since it's so feat intensive. The big question to ask with two-weapon fighting is "where am I going to get my damage?" Two weapon fighting gives you lots of attacks, but it'll be your patience that dies a death by a thousand cuts if you can't find a way to increase the damage of those individual hits. Don't bother with a shield, the shield spell is better.