I would like to create a stealthy damage dealer. Should I pick Ranger, Rogue or Bard?
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So you want to be stealthy?
Well, Rogues, Bards and Rangers can all fulfill this role (to some degree). However, a Bard's skills and abilities are more suited to buffing and some light healing than to sneaking. If your aim is to have a character that is sneaky, yet can heal herself and buff people, then Bard is the way to go. (The Bard's role of singing and loudly frolicking to the tune of her merry guitar to lighten the spirits of a probably large (and very loud) party does little to improve one's stealthiness in any case.)
Rogues and Rangers are both designed to be sneaky. There are several key differences however, and which class you choose should reflect how you want to play your character.
At level 17 Rangers get Hide in Plain Sight as a bonus feat, which lets them be even sneakier when staying still. Additionally they get the spell Camouflage at level 4, which gives them a +10 circumstances bonus to hide. Rangers can also do some healing/buffing (though not as much as Bards due to a lower SP pool and less spells aimed at buffing stats [with the exception of hide, spot, listen and jump]). Rangers also deal pretty constant damage (especially Tempest rangers) whether or not their opponent has detected them, which means that an attack from the shadows as a Ranger will cripple their enemies just as much as if they had run out in broad daylight and let fly. In short, Rangers are designed sneak so they can track and strike single targets from massive ranges in specific areas hard to reach by their target, not sneak to assassinate. Rangers will almost always be a larger threat in open wilderness such as forests than in the underground domains called dungeons because of the large obstructions dungeons pose to the Ranger's line-of-sight and line-of-target.
Rogues get a feat that is aimed specifically at sneaking, because you can't use it if your opponent is paying attention to you. This is the sneak attack, which starts at 1D6 at level 1, and increases by an additional D6 at every odd level (up to 10D6 at level 19). At level 10, rogues begin to get their bonus feats, one of which is Crippling Strike, which inflicts 2 STR damage on every attack that qualifies as a sneak attack. One of the rogue prestige classes, assassin, also focuses on sneak attacks, increasing the damage dealt by them, and giving the ability to use 3 different types of poisons at level 6, use an instant-kill ability at level 12 and make every sneak attack a vorpal threat at level 18. However, rogues can only buff or heal using scrolls or wands, and only if their UMD is high enough. Rogues are designed to sneak as to render themselves undetectable in oppressively dark and quiet dungeons, stealthily disable traps and unlock doors while their enemy stands three feet away oblivious to the breach in their defenses, and quickly and brutally dispatch single targets with minimum detection from hostile forces. Rogues will almost always be more suited (and thus more effective) in dark, twisting underground passageways and dungeons than in the wide open spaces of forests and grasslands due to the constant stream of sunlight in outdoor areas and the evident lack of cover to hide behind (unless you are a Ranger and can make do hiding in bushes or up a tree).
So, in short, if you want to buff and heal more than sneak, then Bard. If you want to sneak a lot, but still be able to do minor buffing and healing or be able to defend yourself with equal prowess whether or not you have been detected by the enemy, then Ranger. But if you want to sneak near-constantly and take advantage of unaware or occupied opponents with massively-powered sneak attacks but leave most of the up-front fighting to your stronger melee-style fellows, then Rogue is choice for you.