Er, okay. So stick to warrior class skills. Like someone else said, you don't need to join the thieves' guild (it lowers your reputation, too), and experience is abundant enough that by the time you get to the Wastelands, you're so incredibly powerful that you don't really need to be more than 40th level to beat the game.
I understand the concept of more distinctions between classes, but I think that if Larian expanded upon the "special abilities" of each classes and included more than one, people would immediately see more differences between the classes. Also, there are some subtle differences as well, such as survivors gain more defense than offense for each dexterity point, warriors gain more offense than defense, and mages gain a smaller but more equal amount of both.
If you insist on roleplaying, keep in mind that you're trying to join the thieves' guild, which itself implies that you have to be skilled in thievery. I mean, you didn't think that your entrance exam to the thieves' guild was casting meteorstrike or killing orcs, did ya? So, Larian did the right thing by having pickpocket as an requirement if you want to join the guild.