Very early game, you may need to steal just to get enough items to be relevant and make progress. After that, wait on stealing until you have higher bonuses from levels, talent (All Skilled Up), and items.
Also remember you can turn recruitable NPCs into Shadowblades for +1 or +2 Thievery initially and swap them in and out of your party as prudent for extra stealing. And you can recruit mercenaries and respec them starting in early act 2 for stealin'.
