The Rogues' Den is found under Taverley's inn. He is walking around a fire that never goes out, which is why this is a great spot for training the Cooking skill. You can bank very quickly and you will be cooking on the everlasting fire. You can train extremely fast when you bank as he comes near the fire. Some players even train Fletching or Firemaking here, also for the fast banking.
To lure him you must talk to him and run away as soon as the chat box pops up. He will walk around the room at random but after a few tries you can get him near the fire.