When my Rogues have encountered undead, they've always just switched into UMD-mode. Use Magic Device is your best friend versus creatures immune to your sneak attack. Grabbing a Wand of Scorching Ray is an easy way to dish out a decent amount of damage.
If you are a Divine spellcasting Rogue, the feat Razing Strike (complete adventurer) can be useful for getting bonuses to hit/damage versus undead.
Finally, the [style] feat Lightning Mace is a great option for Rogues in general, but may also be useful against undead. It's a bit of a stretch, but the feat states whenever you "roll a threat on an attack roll" you get to attack again. Normally, undead are immune to critical hits, but that doesn't stop you from "rolling a threat." Dubious, I know, but potentially useful.
either way...just my 2 cp