What's the best way to build a thief in 3.5?

What's the best way to build a thief in 3.5?
What's the most fun you've had with character that fits the "thief" archetype?

Define "thief". Also, while we're at it, define "best". I'm not entirely sure what you want here. Do you just want to be able to steal stuff reliably?

I had one player do amazing with straight rogue with no alterations. Another took a higher magic route to the thievery goal and went arcane trickster. Yet another went straight wizard and used magic for shenanigans. In a slightly more powerful game, I saw a pair of players playing an ur priest and illithid savant, literally stealing magic from their opponents and the gods themselves. More information is necessary.

Stealing, pickpocketing, some points in social skills as well to weasel your way out of situations.
You know, stereotypical thief stuff.

Can't speak for 3.5e but for 5e I had a character who resorting to thievery for quick,easy cash to pay for his lifestyle of laziness and glamour. Outside of that, however, he was very lazy and had an interesting take on the flexibility of the law, doing everything from forgery to thievery, but never murder.

He was raised in a village known for skilled mercenaries and cutthroats, but due to some circumstances he was quite pacifistic, determined to injure but never kill. Using throwing daggers to disarm and disable and destroy, caltrops to slow and hamper, dust to blind, and even bear traps to immobilize, he'd weaken foes to the point of surrender or easy dispatching by the party.

tl;dr lazy pile of pacifistic shit resorts to thievery to make quick cash, gets wrapped up with an adventuring party and helps by throwing a metric fuck ton of objects

I had a LG goblin rogue salesmen who followed the paladin code but still picked pockets.

I stole a girls immortal soul off her vampire master, along with his wallet, which i gave back after he was beaten.

Wiz/Sor with Invisibility, Knock, and Charm Person. Maybe put some cross-class points into stealth skills if you need to.

1) Use attachment related so you can supplement your skills and Trapfinding with some psychic powers (reskinned to taste)
2) See if your DM will still let you use the Feat-Rogue variant from Unearthed Arcana with this; swap out your Sneak Attack progression for bonus feats.
3) Pick up the Shape Soulmeld feat or even a dip in the Incarnate class so you can supplement your skill ranks with some impressive competence bonuses via soulmelds.
4) Bind a vestige. Naberius is a good one.

There are many ways to build a thief, but I prefer those that do not immediately advertise you are a thief to everyone around you. Was always fond of adopting another class to act as a "front" of sorts; one level in fighter, one level in wizard, or even a couple levels in commoner.

Being dressed in black leather with a dozen daggers visible is not the ideal.

Generally when I make Rogue characters, they tend to focus on only one of these, not all of them.

As for which one is the most fun... it depends on the RP, but either quick-talking conman, or parkour-heavy pickpockets pulling off Assassin-Creed-Style chases.

I've never actually found the whole lockpicking/trap disarming route to be very fun... and stealth/disguise tends to fall flat in larger parties because you either do those things alone and split the party, or the party sticks together and you're only as good at it as the worst player.

By making a bard.