I would like to create a stealthy damage dealer. Should I pick Ranger, Rogue or Bard?

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.

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. Additionally they get the spell Camouflage at level 4, which gives them a +10 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.

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, 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.

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 heal or buff in a pinch if you have to, then Ranger. But if you want to sneak near-constantly and take advantage of unaware or occupied opponents, then Rogue is choice for you.