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Not often. NPCs rarely carry items of any great value for you to pickpocket unless they're hostile. If they're hostile, you can get the exact same items by looting their corpses after killing them (and there's no getting the same items twice as in BG2). What's more, PP usually only gets you gold or gems from NPCs.
In multiplayer, it can get you some excellent items from your fellow players. However, you've little control over just what you steal each time you try, and since players are usually attached to their valuables, PP is not accepted practice everywhere. Most modules do allow it, but only in moderation (it has the potential to strip other characters blind, and not a lot of classes can invest skillpoints in a high Spot score to catch you in the act).
If you want to annoy, a Wizard (lots)/Rogue(little) is a good combination because you combine holding (and escape) spells with plenty of skillpoints. Just make sure you have sufficient strength to carry all your treasure...
Some modules are thief skill friendly, however, and will give you some proper rewards now and again.
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