I think Rigsby is working for RJ.

I started to suspect him in Season 5 Episode 16.
He is talking to Jane in the kitchen about Lorelei. Jane seems hesitant to give Rigsby information.

And if you watch the Season 6 premiere preview, he looks very suspicious. Watches Grace on the phone, and trying to find out what Lisbon said to her.

See link below:

http://bit.ly/19GuY1Z

Let me know what you think.