As much as i love RP.. Ive done my fair share of fighting and spellcasting and now wanna do what i always to.. Steal things from peoples homes/castles and stuff

BUT is the only way to level sneak skill, the way of fighting? I cant level it through any other way? Cause i wanna have a RP character who dont fight Pickpockets, sneak, lockpick and such.. I remember in Oblivion it was enough just to sneak around (Seems logic though)

You don't have to fight to level sneak. It also levels when you successfully sneak past someone (detection levels and such).