Regarding lockpicking I would like something like this:
A lockpick has durability which decreases with every use. The more points you put into lockpicking ability, the better you can look after your lockpicks, i.e, the durability decreases more slowly. Additionally, the more lockpicking ability points you have, the more difficult doors and chests you can lockpick (not sure whether this is already the case?). As Stabbey said, not every chest should have a key nearby and I also think that some chests or doorways should be made resistant to magic (otherwise why learn lockpick if you can just smash the chest open with a fireball or so?)
