Dungeon Hack really does not favor the Thief class. Unless you are intentionally looking for a challenge, I recommend playing a different class.
The breakdown is really as follows:
Fighter: Works decently well. The lack of magic is an issue, especially when it comes to enemies that need magical weapons to hit. However, the game favors physical attacks over magical attacks, and at higher levels, fighters rarely miss (especially with 18/00 or more Strength).
Paladin: Like Fighter, but gets Cleric spells at higher levels (which makes a huge difference).
Ranger: Like Fighter, but levels more slowly with no real benefit. Half-elves have a higher level cap for this cap then they do for Fighter, making Ranger/Cleric better than Fighter/Cleric in the long run (but not for shorter dungeons with easier monsters). Rangers don't even get spells!
Thief: The only real advantage here is the ability to pick locks, but the game always generates keys for this not to be necessary (though I hear there is a bug that may cause this not to happen past the 20th floor or so). Otherwise, they are not good at fighting and can't use magic, making them the worst choice.
Cleric: Best class. Without having to rely on the RNG, gets a nice weapon (Spiritual Hammer, which is eventually +3), can tell which items are magical, doesn't need to worry about food (Create Food, anyone?), can instant kill (at least one of the possible final bosses can be killed this way), can fully heal, and gets some nice support spells. Easily the best class; could probably beat most dungeons without any equipment (maybe I should try this, using no items except the starting holy symbol (magically created weapons allowed)).
Druid: Missing in this game.
Mage: Can identify items found in the dungeon. Depends on the RNG to get good spells. If you are lucky to get Vampiric Touch, that is probably the best spell in the game. If not, expect the game to be a lot harder. (I wish Mages got to choose spells at level up, like in the Dark Sun games or Temple of Elemental Evil.)
Bard: Like Mage, but limited to 6th level spells, but levels faster (making spells that scale with level a bit more useful) and is a bit better at fighting.