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Just remember not to neglect Lockpick and Detect/Disarm Traps. I pump these to 100% each before pumping Pickpocket to 200%.
You can also use Potions of Master Thievery to tide you over until you have enough natural Pickpocketing skills. The potions are cumulative by the way.
One neat trick to get rich quick is to exploit the honest merchants and the black-market merchants. First, I sell my loot to the honest merchant and then steal it back... Proceed to sell it again to the black-market merchant. Wands are really good for this trick... because when you steal them back, they have maximum charges, so you can sell them for a lot of money to the black-market merchant.
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