I actually built out a few GoT characters a while ago and Oberyn was my favorite to build (as can be expected - he's one of the cooler characters from the story). My approach was using improved feint in his attacks so that he would gain precision damage, while still being fairly mobile. He'd open with a charge, gaining sneak attack from Scout's Charge, then fight using improved feint as his move action, attacking with sneak attack damage because of the feint, then 5ft stepping away - so that he could attempt a trip combat maneuver when his target provoked an AoO because they'd have to move in order to get within melee range.
Oberyn Martell CR 5
Human fighter (lore warden, mobile fighter) 2/rogue (poisoner, scout) 4
LN Medium humanoid (human)
Init +2; Senses Perception +9
Defense
AC 17, touch 13, flat-footed 14 (+4 armor, +2 Dex, +1 dodge)
hp 39 (6 HD; 4d8+2d10+6)
Fort +5, Ref +6, Will +1; +1 bonus vs. effects that cause paralyzed, slowed, or entangled conditions
Defensive Abilities agility, evasion
Offense
Speed 30 ft.
Melee mwk longspear +10 (1d8+6/×3)
Special Attacks scout's charge, sneak attack +2d6
Statistics
Str 18, Dex 14, Con 12, Int 13, Wis 10, Cha 13
Base Atk +5; CMB +9; CMD 22
Feats Combat Expertise, Dodge, Furious Focus[APG], Improved Feint, Mobility, Power Attack, Spring Attack, Weapon Focus (spear)
Skills Acrobatics +10, Bluff +10, Diplomacy +8, Handle Animal +6, Heal +4, Intimidate +8, Knowledge (geography) +5, Knowledge (history) +6, Knowledge (local) +5, Knowledge (nature) +6, Knowledge (nobility) +6, Knowledge (religion) +5, Perception +9, Perform (dance) +6, Profession (courtesean) +4, Ride +10, Sense Motive +5, Spellcraft +5, Survival +5, Swim +7
Languages Common, Varisian
SQ master poisoner, poison use, rogue talents (combat trick, offensive defense)
Combat Gear deathblade; Other Gear mwk lamellar (leather) armor, mwk longspear
Special Abilities
Agility +1 (Ex) +1 save vs. Paralyzation, slowing, or entangling
Combat Expertise +/-2 Bonus to AC in exchange for an equal penalty to attack.
Evasion (Ex) If you succeed at a Reflex save for half damage, you take none instead.
Furious Focus If you are wielding a weapon in two hands, ignore the penalty for your first attack of each turn.
Improved Feint You can make a Bluff check to feint in combat as a move action.
Master Poisoner +2 (Ex) Use Craft (alchemy) for 1 hr to change poison type (failure ruins). +2 Craft (Alchemy) for poisons.
Mobility +4 to AC vs. AoO provoked by moving out of or through a threatened area.
Offensive Defense (Ex) Sneak attack grants a +1 dodge bonus to AC for each die rolled vs. that foe.
Poison Use You do not risk poisoning yourself accidentally while poisoning a weapon.
Power Attack -2/+4 You can subtract from your attack roll to add to your damage.
Scout's Charge (Ex) Charge attacks deal sneak attack damage as though foe is flat-footed.
Sneak Attack +2d6 Attacks deal extra dam if flank foe or if foe is flat-footed.
Spring Attack You can move - attack - move when attacking with a melee weapon.