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For the Guild Thief I'd do abilities that would make fencing stolen goods easier, I'd give him benefits in his local enviroment akin to the Ranger, but focus on stealing, staking out a mark and maybe assassination.
For the Dragon Slayer I'd give them some benefits against dragons, obviously, but with increased benefits to attack, damage and AC against true dragons and lesser benefits against all other draconic creatures.
The Demon Hunter shouldn't depend on magic abilities at all, it could add caster levels, to make it more acceptable to casters - both arcane and divine, but it's abilities should be open to every class, like the dragon slayer.
The point of having prestige classes like these would be to build concepts. You are right that it's easy to make a good fighter or ranger dragon slayer, but making a rogue or cleric is a different matter. Prestige classes like these would make it easier for the less obvious classes to be something that fits the campaign better, a fighter could become a guild thief - classic bruiser, while a magus could go demon hunting, or a rogue could become a dragon slayer.
And seen from the GM perspective - which is most often my position - it would be easy to design a group of slick thieves operating within a city where their power grants them benefits no...
In my opinion the ease of selling stolen goods should be dependent on the location the game takes place in. The GM should be the one deciding how hard it is to sell stolen goods, based on the type of game he’s running, the campaign setting, even the town the item is being sold in.
To me, what you describe as a Guild Thief, is an Urban Ranger. It seems to offer everything you mention, unless by stealing you actually mean picking some ones pocket, it doesn’t seem to offer sleight of hand. Also in my opinion being a thief does not make you an assassin. I feel these two character concepts are very different and should not fall under the same Prestige Class. Though I could see an Assassin archetype that switches out your favored enemy for an ability that lets you assign those bonuses to a specific target.
Your Dragon Slayer also seems like a Ranger to me, with favored enemy Dragons.
Your Demon Hunter confuses me a little. I’m not sure if I’m misunderstanding what you want or what. You say the demon hunter shouldn’t depend on magic, but it will increase caster level.
1. Should the class use magic or not?
2. When you say “increase caster level” do you mean the PC’s caster level, or the typical +1 level of existing spell casting class, we see so often in PrC’s?
I get your point about it being easy to play a Ranger that is a Dragon Slayer, but wanting to play a Rogue that enters a Dragon Slayer PrC, but this confuses me also. Why play class A then go into a prestige class that mimics class B, instead of just playing class B?
Also the more generic the prestige class the less synergy there will be with the base class that you were before you entered that class. One of the things that I seem to remember about the 3.5 PrC’s was that the improved some of the abilities from your base class. A generic PrC can make no assumptions as to what class you were before entering it, so that class could not affect any preexisting class abilities. If it does add levels to existing spell casting, then it’s not suited for classes that don’t cast, and therefore is not a generic PrC. Maybe I’m being too specific regarding what you mean by specific though.