I played a rogue up to 13th-level in a campaign that focused on preventing a wizard from summoning Orcus, Demon Prince of the Undead, into the Prime Material Plane. As you can imagine, the presence of undead was great.
At around 8th-level, I began to realize that the Undead weren't going anywhere (it was around then that we discovered the "Morteus wants to summon Orcus" plot twist,) so I started making character choices to try and strengthen my viability against Undead. I bought a pair of mw light maces with plans on enchanting them with the Disruption special ability. I figured that that, coupled with my rogue's TWF style, would allow me to land several disrupting hits on an undead foe each round. I also considered picking up Weapon Finesse (light mace) to allow me to use an exceptionally high dex for my attack roll.
I'd also neglected Use Magic Device up to that point, but gave it a second look once I realized I'd be facing a lot of undead. That, coupled with a
Wand of Searing Light, I decided, would also be an excellent idea. (In fact, I got that idea from these very boards.

)
There is also the wonderful
Sun Blade. It does double-damage vs. undead, and allows you to use any short sword feats you may have with it, while having a bastard sword's damage die. My rogue (like many) had Weapon Focus (short sword) and Weapon Finesse (short sword), so this weapon was
very attractive for me.
A rogue has the tools to be effective in combat against the undead. But you have to be willing to build your character to that effect.
Another piece of advice, though it won't be useful to you in particular: I suggest that anyone who wants to play a rogue talk with the DM beforehand about un-crittable creatures. If undead/constructs/etc. are going to appear with the same frequency as any other creature type, then fine. You can Aid Another/Flank/Throw Alchemist's Fire during those encounters, making the best of a bad situation just as the wizard would vs. Iron Golems.
But if uncrittable creatures are going to be the central villains of the campaign (as the undead often can be,) then you may want to talk with your DM about swapping out the Sneak Attack ability for something else, or rearranging your ability scores so that you don't rely quite so heavily on SA for all your damage potential.