For me , this would be a roleplaying issue. Some of my characters like to fiddle around with mechanical locks, others (at least 2 wizards so far) simply go the Alteration route. I've even had some characters who are not proficient with
either method! If they pick a lock, they have to do so via the Auto pick method!
A theif character could go either way, so this is a choice you'll have to make, unfortunately. If you get your Alteration boosted up, and choose to use magic, you can easily open any door or chest or gate you find in your travels, but then this aspect of the game (picking locks) becomes non-challenging. If I'm playing a theif or an assassin, I enjoy the challenge of picking locks. :shrug: That's the point of playing a theif in the first place, right? There is such a thing as a "lazy" theif, though, who merely goes after the goods with no ego or fuss whatsoever.
I wouldn't choose Illusion or Alchemy for a Major (that's what I think you're asking in your 2nd question) because they both level up too fast, which eventually leads to the entire game leveling up too fast, which leads to ebony-wearing bandits. :thumbsdown: That's just me, though.