What is the best way to steal things, or at least be a good thief, in daggerfall? If i try to take anything guards always come screaming their annoying little "halt!" chant at me. And if i want to join the DB, shold i just travel to some unimportnat territory and kill some poeple? or is there another way of doin it?

Some of the larger houses have piles of stuff you can steal, usually in the attic. Stuff like holy icons and things. Temples usually have stuff too. Stealing from shops is where it's really at though. (hint, break in at night). Yes, you have to kill 3 peasants. There's no other way. I'd suggest doing it in your main province. Makes life more interesting and realistic

Shoplifting (selecting "steal" in the bartering window) is nigh impossible. Don't even try. The best way to rob someone is through catburglary; break in the shop at night and empty the shelves into your wagon.