Here's another deck fix, A deck that uses Megrim, Wistful Thinking, and several other interesting cards as the route to victory.  I present Dimir Discarder!

Dude, my name's mhor. I've tried creating a MEGRIM + WISTFUL THINKING deck combo. This deck works cool and I love it especially when you got 2 megrims on play then using wistful thinking or Magus of the Jar's ability, but there are times that I found this deck difficult when my megrim was extirpated or my opponent run out of cards in hand. Actually, i am thinking of including "The Rack" on this deck. Any suggestion on this one. Thanks dude.
 
Creatures
4 Drift of Phantasms
4 Looter il-Kor
4 Lore Broker
4 Magus of the Jar
 
Spells
4 Consult the Necrosages
4 Stupor
4 Perplex
4 Wistful Thinking
 
Enchantments
4 Megrim
 
Lands
4 Frost Marsh
10 Island
10 Swamp
 
Sideboard (15 cards)
4 Hypnotic Specter
3 Dimir Machinations
4 Dismal Failure
4 Copy Enchantment



    Hi there Mhor!  Well, It’s been quite a while since I last laid eyes on a deck that used Megrim as a win condition.  And you’ve paired it with everyone’s favorite cutthroats and spies, the Dimir, quite a savvy pairing in my opinion.
    Let’s take a look at your creatures and see if we can’t make any minor improvements.  Looter il-Kor, Lore Broker, Drift of Phantasm, and Magus of the Jar are all very, very interesting cards in a deck such as thing.  Drift of Phantasms is a very useful card as both a defensive creature, but more importantly as a way to fetch out Megrim.  Lore Broker spreads the love around evenly by making everyone draw and then discard, a tool that helps you dig into your deck and, if you have Megrim in play, hurts your opponent.  Magus of the Jar is an extraordinarily useful culprit in a Megrim deck, as it can inflict massive damage if you use it while Megrim is in play.  And the Looter il-Kor insures that your opponent is taking 1 point of damage a turn while letting you dig into your deck.  
    Now, I only have one major criticism about the creatures in the deck, aside from the Magus.  They are all very symmetrical in the sense that you are punishing yourself through having to discard.  One of your concerns was coming up against Extirpate.  Extirpate is a very nasty little piece of work that can cripple a combo deck if it catches one of it’s key pieces in the graveyard.  There’s really only one piece of advice I can give you on this subject, don’t discard Megrim.  If it’s on the board and get’s sent to the graveyard, that’s one thing, but if you’re playing against Extirpate, do not put your game winning card within targeting range.  That’s why you may want to look into cards like Ripetide Pilferer.  While it lacks the long term evasion of Looter il-Kor, it does knock a card out of your opponent’s hand each time it connects with no draw back for you.  If anything it might be good to try switching out Lore Broker since he just sits there and taps for a symmetrical effect every turn anyway.
    Now for the spells of the deck.  I positively love Consult the Necrosages (it either functions as a Mind Rot or a Counsel of the Soratami, and that my friend is good utility), Stupor, and Wistful Thinking.  Stupor steals two cards from your opponent’s hand, and Wistful Thinking essentially deals 4 damage for 2U with Megrim in play.  What’s generally amusing is that you’ve taken a number of cards that people consider “unplayable” and placed them in a deck that makes them incredibly useful.
    The last spell that I’ll focus on is Perplex.  This really functions as a sub par counter for several reasons.  Even though it’s converted mana cost is 3 (which is the most you should reasonably pay for counter magic) it’s UB cost and the fact that it let’s your opponent make a choice (one in which they might not take any penalty if they have no cards in hand) just makes it not as playable.  And I do realize it can tutor out Megrim, but I have a much better card that can take it’s place, the card that you yourself wanted to play; The Rack.  This nasty little artifact is just what the doctor ordered.  If your opponent has no cards to discard, then Megrim can’t very well kill them, but if The Rack is in play, then they are taking damage every turn.
    Lastly, I made a little tweak to your mana base, since your deck leans towards blue more so than black I think you should increase the Island count to 11 and decrease the Swamp count to 9.  I’d recommend playing around with the mana base a bit to find what works for you.  I think your sideboard looks good (I love Hypnotic Specter), and the only advice I can give is to put in what you need depending on the metagame of your playgroup.  Thanks for writing Mhor, and may your Magus always sac for 14 damage or more!