First things first, I agree with the OP. It would make being a thief or assassin even more fun. Also, there needs to be a way for mages and warriors to get into locked areas so Unlock spells need to stay in and Bashing should be included.
Except that there is no such thing in Skyrim... There is just the generic (though customizable) PC. No wizards, no Warriors, no Thieves. Bashing and a magical unlock spell are good to have though.
PS; will try to look on youtube for the lock-picking mini game
The best Lock Pick minigame that I have seen, would not win any points for graphics, (or realism in fact :laugh:) but as a minigame, Hillsfar had a good one for lock picking. PC's had to acquire a lock pick set. Each pick was double sided with a special tip and in order to set a tumbler you needed to use the exact pick for it ~if yours was broken, you could not open the lock with picks (but you could still open it with a knock ring, if you had one). Locks had to be picked on the clock, and they got more tumblers as the difficulty increased.
A system similar to that would make choosing the right pick difficult but not impossible for the novice. I'd still prefer a slightly more realistic adaptation of it though.