You can look at http://www.gamesas.com/?showtopic=872035&hl for more interesting ways to perform your everyday crime.
It also lists items, quests and tweaks all based on the stealth man's life.

An interesting mod, for instance, is http://www.tesnexus.com/downloads/file.php?id=14560, which allows more freedom in Oblivion's Misc Quests and the possibility to open new paths in certain quest. For example, you can side with the Nord grave robber in the merchant quest of the Imperial City. Digging up graves and selling the goods to the Nord for a profit.

Thievery In The Imperial City, along with Thieve's Arsenal are great additions for your thief as well.