What helps me lockpick (besides my uncanny ability to predict sweet spots) is wearing equipment. The Thieves Guild Bracers makes Lockpicking 15% easier and I also picked up a Necklace of Lockpicking which makes it 20% easier. So overall it is 35% easier for me to pick locks. And remember to check Alchemy shops because sometimes they sell Lockpicking potions, which really helps with Lockpicking.
EDIT: I just dug up this old video. From when I started on Fallout 3 to today on Skyrim, this Lockpicking Guide has never failed me. Skyrim added a few small tweaks to the system, but it still works for me.

For some reason, I cant seem to make a proper link in this new interface, so here is the bare URL:
http://www.youtube.com/watch?v=kuiPRLw_jC4