They should speak up and ask for new items. Going beyond that, here's an idea:
The Wizard uses a Wand and it runs out of uses, but it still registers as magic. It just won't work. The Rogue picks it up and UMDs it, and it goes off. Allow UMD on a spent item to allow extra uses of it. Maybe it can only be used for another week before all of the magic is gone. Maybe he gets a 20 to get it off, but next time he needs a 21, or a 25. It wouldn't last forever. It would just give it a little extra usefulness. The basic idea is that he tricks a Wand into believing that it has "just one more" charge. He can still do that for a while. You could make it so that it gets weaker as time goes on and he can only use it a certain number of times per day. Maybe the first check decides how long it lasts for.
Examples of some cases:
1. The Wizard burns out the 10th level Fireball Wand. The Rogue realizes that it still has "stuff" in it. He UMDs it and gets at 30. For the next 10 days, a UMD of 25 will set the Wand off. After that, it burns out. If his check was a 45 (somehow), then the Rogue would have 25 days at a DC of 25. Or you just make it equal to the check over 20. DC 30 lasts for 10 days. If he got a 45, it would be a DC 45 check over 25 days. Change to taste.
2. The Wizard burns out the 10th level Fireball Wand. The Rogue realizes that it still has "stuff" in it. He UMDs it during the next encounter that day. It goes off at level 10. Each day after that, it loses another caster level until it hits 0. Then all of the magic is gone. For every 5 points by which he beats the DC of 20, it retains or recoups a level for that use. If it's been 2 days, it has a caster level of 8. If he rolls a 36, it's a caster level of 10 for that shot. If he had gotten a 25, it would only be at a caster level of 9 for that use. After that, it's back to the normal CL of 8.
3. The Wizard burns out the 10th level Fireball Wand. The Rogue realizes that it still has "stuff" in it. He picks it up and can UMD it for the next week to have it go off. Only UMD will work to activate it. Each use increases the DC by 1. After a certain amount of time, it's used up. Maybe each day increases the DC by 1, too.
Those are just a few ideas. It's possible to think outside the box. Those characters are now interested in Wands when they're used and the other characters might be more willing to use up their stuff because they know that it will still be valuable.
What do you do about scrolls? I would allow one extra cast from a scroll with a UMD check equal to 10 + (2 x caster level). This makes it viable up until around level 10, probably even past that. After that, though, the complex magic inherent in spells becomes too much for a "simple" Rogue to handle. Scrolls can be used for one more week, and only with an appropriate UMD check. If the check is failed, the extra use is lost. I would assume that a DC 50 check might be difficult, even at level 20. If I'm wrong, then make it 20 as a base instead of 10. DC 60 HAS to be difficult.