The other way is to get 2nd level pickpocket and lock pick skills and talk to Rob at the Ducal Inn. He gives you two quests, one a pick pocket right there in the bar, the other unlocking a door in the cellar.
Once accomplished, he admits you to the Thieves Guild, and grants you a level on a thief skill of your choice. Then he gives you a key for the hatch in Lain's house (in the Poor section of Riverton below the Boar's Head Inn).
You can enter the sewers that way and make your way to the ones in Stormfist castle.