In the ordinary case, one can see that $\rho_{f}$ is an extension of an unramified character $\chi'$ by $\chi\epsilon_p^{k-1}$ (where $\epsilon_p$ is cyclotomic character). And it is easy to see that $\rho_f$ is potentially semi-stable at $p$ of hodge tate weight (k-1,0), and even crystalline when $k\geq 3$ or when this extension is flat. But when we don't assume the ordinariness the proof become more hard and it is a result of Saito that any modular form of weight $k$ is potentially semi-stable of weight (k-1,0). Moreover, when $p$ doesn't divide the level, $\rho_f$ will be crystalline (result of scholl).