As classes don't exist as you mentioned, the only way to give yourself the 'feeling' that you are playing a character of a class is by forcing yourself to play that way. Everybody has the sneak skill, it's a basic skill now. You just have to get those other skills that match your class best and play in the style of the thief.
As far as I gathered it, the game enforces nothing on you, nor do you get the game to enforce this upon you. Only you yourself can enforce playing like a thief.
Some notes: - In fallout you didn't have classes still many people played thieves, fighters, scientists...
- In 'real life', there are no classes neither. There are skills and stats. A real thief (criminal), doesn't only know how to steal and break in: he might be able to cook a good meal, throw knives, play guitar, break necks... So you can create a class which has most of the skills related to sneak and thievery but if you give him a spell or two, or weapon knowledge, it will only be logical.
Plus D&D rogues are intelligent and can learn other class's abilities. <img src="/ubbthreads/images/graemlins/wave.gif" alt="" /> <img src="/ubbthreads/images/graemlins/devil.gif" alt="" />
