I was thinking of creating a Rogue/Shadowdancer(just one level). However, since all of the major enemy's seem to have Immunity to sneak attack, true seeing and regeneration, would I stand a chance?

Only if you do not rely entirely on sneak attacks to win your fights. As a rogue, your two other main weapons are spellscrolls/wands and traps. Luring an enemy over a well-prepared line of traps can be very, very effective. Casting an appropriate spell at any point during a fight can swing the odds in your favour. I myself played the game through with the level 1 version of my original OC character, a halfling rogue, and between wands of lighting and fireball, (sonic) traps and Deekin's Wounding Whispers was able to kill just about anything (though it did take some effort at times).
Well, except for some elementals during the early stage of the game, but I was ill-prepared and alone then. I did, however, get them to die in the end using my cunning rogue's mind...

Shadowdancing is nice but not required.

Spolier alert

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The final opponent does not having true-seeing.

<font color=skyblue>My Rogue/Shadow Dancer can survive with a party to travel with, like in the Undermountain Mod. There would be no way to convince the others to allow me time to craft a trap and lure monsters. Everybody there is always eager to move along. I barely have chance to undo traps!

Now, if I were to go at it alone, then yes, what Legolas said is good.</font>

Sure you would. Shadow dancer is fast becoming one of my favorite classes, but I would recommend at least 5 lvls, so that you can get the shadow evade feat, or skill, whichever it is. That provides some concealment bonuses to ac, and when used with the hide, is very effective.