Chemist's knives / herbs and most rope are not useful (except as atmosphere). The only 4 rope in the game that you need are close to where you will need them, in the easter egg area.
Silver Armour and Treasure MapsI always saved before attempting to steal, so never got thrown in jail. Depending on the jail you may be able to find a lockpick in the cell. A technique for getting Commander Ralph out of his back room (if you had entered previously and gotten kicked out) involves leaving a teleporter stone in the cell before trying to enter his room and letting yourself get arrested.