A.) The Majority of monsters are immune to my Crits and Sneak Attack Damage.
Find ones that aren't. For every dungeon around with sneak attack immune guys, there's ones with non-crit immune mobs. I've played through low level as a Paladin and Rogue, and my Paladin rarely went anywhere that wasn't full of undead (Yay, Blessed Weapon!), whilst my Rogue never went to those places and went to all the ones with crittable foes, like the sewers, the bandits, the beetles, the hobgoblins, the werewolves, etc etc.
B.) I found out the Rogue XP for opening locks and doors was removed.
You still get the same amount of XP for killing things. If a fighter, a cleric, a mage and a rogue go into a dungeon together, at the same level, with no ECL, they'll come out having gained the same amount of XP. The fighter gains no bonus XP for taking hits, the cleric gains no XP for healing, the mage none for buffing. So in the end it makes sense that the rogue dosen't get bonus stuff for doing his role.
C.) I read a thread which more or less spelled out how sneaking around isn't worth doing, as the number of ways to counter it are simply to high.
A class with Spot or Listen as a class skill, who maxes ranks in it, and gets all the specific gear to boost their detection, and is similar level to you, will be able to detect you.
Once you've boosted your skill pretty high, that's the ends. Maybe, if they really stretch, someone with cross-class detection ranks, feats in it, and the best gear will be able to spot you without it as a class skill if you're not at your peak sneak ability.
Sneaking is still perfectly feasible. You'll be spotted by expert spotters, and avoid noob spotters. You'll never be able to be invisible to everyone, but that would be unbalanced.[/quote]
D.) None of the NPC's carry Gold or Items on them, so when I attempt to make alittle exta scratch from Pick Pocketing, the result seems to always be nothing. Also, apparently nobody keeps anything valuable in their homes, so sneaking in to attempt and again, steal a few things for Gold, reveals nothing worth while ever.
If you want to do a break-in, you'd really need to inform a DM about it. As for pickpocketing, NPC's don't carry junk, afaik, no. Pickpocketing players is alright though. Usually the rules I've seen used are you sneak up on them, then roll PP vs. Spot, and d100 if you win for how much you nicked. I had someone yank stuff from me like that. Fair play.
So here I'am, 4th level now..and the current state of the character.
400 Gold
No Magic weapons
KO'ed 4 times total.
1 Actual Death. (2nd level, and I just decided to take the XP hit and self Rez, as I was also still learning the game)
One actual death at 4th level isn't bad. To earn money better, it's herbing, ratting or minking, with herbing being far more profitable but requiring player interaction. Get yourself some nice Steel weapons and some sweet leathers, and they'll be your best friends through early levels.
Best advice I can give you is repeat the experience with the Monk. Find a tank, let them wade in ahead of you, and then go to town on everything's spine. At level 4 you're only doing 2d6, which isn't massively powerful compared to some beefcake with a sword, but once you get further up (say, level 9) you'll be doing 5d6 three times per round if you're using a bow, and 4x/round if you're dual-wielding.
You're not going to see much of some dungeons, simply because they don't suit rogues, just like Paladins are going to be favouring dungeons with undead. Rogues are perfectly viable, but if anything, are the most teamwork-focused class, and you need to have them willing to ask for or take on help.
Are you using a bow or melee? A bow-wielding rogue can be very useful just floating outside of range for anyone to retaliate and pinging their massively powerful sneak attack arrows in. Melee guys get more raw damage usually, though.
Or, just make a cleric and buffroll through everything.