A character like this would do just as well staying Rogue as taking any prestige class. When it comes to prestige classes, Rogues get the short end of the stick (at least, if you're looking only at Wizards PrCs). In just about all of them, you lose out on Sneak Attack advancement or skills, the Rogue's two main strengths. There are few good (official) PrCs for Rogues, Druids, Paladins, and Bards.
The Guild Thief (FRCS) is one of the strongest Rogue PrCs, and would fit this concept well. Nightsong Infiltrator (Dragon Magazine) makes a good burglar, but gets no sneak attack progression over 10 levels, so I don't think it's really worth it. Arcane Trickster is also a good way to go, but you lose a LOT of skill points compared to a straight Rogue (in exchange for all that spell power).