What should I do for the dead?

Pray for them. The simplest and most effective things you can do:

• Have Masses offered for them — especially the Gregorian series of thirty consecutive Masses, if possible.
• Pray the Rosary, the De Profundis, or the Requiem aeternam for them daily.
• Offer your daily sufferings, work, and sacrifices for their intentions.
• Gain indulgences and apply them to the faithful departed.
• Give alms to the poor in their name.
• Visit a cemetery and pray for the departed, especially in November.
• Consider making the Heroic Act of Charity — a voluntary offering to God, for the souls in Purgatory, of the satisfactory value of one's good works and the indulgences one may gain.
• Do not forget the "most abandoned souls" — those who have no one to pray for them.