I think it is silly and disappointing that lockpicks are one use items.

Maybe they could have durability (like weapons) and the higher quality (difficulty level) of the lock the more they decay the pick, but more levels in lockpicking makes that decay less. Also some indication of difficult level is sorely needed.

Also we should have some idea how difficult a lock is before we try. (Just like we have an idea how easy it is to hit a monster) Right now it is on a pass/fail sort of setup and both use your lockpicks

Here is a quick idea about how it might work
If Lock Picking skill is >= lock lvl then door is picked, with no decay to picks
If Lock Picking skill is < lock lvl then % chance of success is displayed, plus each attempt will decay your lock picks.

I also agree it would be cool if there were some treasures that only characters (or henchies) who practice lock picking could get.