Here's my tip.
Buy a decent shield (appropriate for level), and run next to a fighter and block. They'll take the aggro off, and you can resume.
BTW. Theifs don't HAVE to melee. And by melee, i mean hand to hand bladed combat. They can get sneak attacks from ranged weapons as well. I have a level 14 Rogue/ 2 Ranger/ 4 Fighter that kicks ass with a longbow. And you could use a shortbow if you want to stay pure. You get sneak attacks off of every target that's not aggroed on you most of the time.