If you keep an eye out when trading or looting, you may find some equipment with a Lockpick or Pickpocket bonus. I found an amulet and bought a ring with Pickpocket, and found 3 items each with Repair or Trader's Tongue bonuses. Kistandalius in Ars Magicana would probably be a good person to check for jewelry, and maybe the dwarven jeweler in the dwarven halls.
If you quick save before running your mouse over an item/chest/merchant or hitting the alt key, you can identify the item or trade with the merchant, then quick load to get different stats or inventory. This can be done repeatedly to get the best stats or specific bonuses on an item (save after finding good candidates) or looking for specific items (such as spell books or charms) from merchants.
Lockpick is a handy skill to have (unless you are deliberately playing a pure fighter class). Warriors tend to have plenty of skill points, especially if they rely on purchased spell books for mage skills.
Free skills, and spell books you can buy (Spoilers)
If it is any consolation, you get to choose from a couple skills when you join the thieves' guild (either Lockpick, Pickpocket or maybe something else), and can get a level of Lockpick inside, by loosing a bet.
