For roguelike games head to
http://thangorodrim.angband.org/angband.html ,that covers angband and its variants, from there you should be able to find all the others. I think I saw Moria for download somewhere.
On Thief - well the thief I know of came from Looking Glass, but isnt a roguelike game. It is however very strategic and incredibly tough to beat. I never managed it. FPS game with enemies as tough or tougher than you are, advanced AI and a rather rare dynamic - sneaking is paramount, not combat.
You might find some more info on the roguelike newsgroups (rec.games.roguelike.*) since I dont think there are all that many roguelike players here.