I stick up for Nalia. I personally don't find her annoying. She may be a lousy thief, but you shouldn't need to rely on her as a thief anyways. She has the same stat total as Imoen (87), IIRC. She has her Signet ring (+2AC, +2 saving throws, 50% fire resist) and can still use other rings/cloaks/amulets of protection. If I play a good party, Nalia is always in it.
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"This place will be your tomb."