How should I make my thief?

Two words: a Khajiit.

Sneaky...

You know, in all seriousness, I've never understood the point in being a thief. You can make more gold in one or two dungeon crawls than you can by doing the entire Theives Guild questline. Any character can use a lockpick, hell you can even sneak while wearing a full set of plate armour if you wish.

But, anyways ... on topic. I'd put perks into archery, light armour, sneak and pickpocketing if I were going to roll a thief. Pretty original I know. And seriously, I'd make him a Khajiit. Just because they're awesome.

I like using dual mystic bound daggers and a mystic bound bow for a thieif...along with the Quiet Casting perk in the Illusion School.(All spells you cast from any school of magic are silent to others,all shouts are also silent)

I don't feel comfortable using magic in my thief build.

It makes sense to me as a roleplay...carry the least amount of noisy gear as possible...and it leaves more room on your person for loot,potions,poisons...etc...

Also,wouldn't a thief use invisibility,poison rune,and various other sneaky type spells ?

Not every person in Tamriel is capable of using magic. Maybe his thief is one of them?

To me, the term 'Thief' implies that you're more interested in stealing from houses and people than in actual combat. The problem with this is that, once you've stolen every valuable item from every person and house in a city, you're pretty much done there; there's no real reason to come back and steal again. I don't doubt you can make some decent money if you do this to every person and house in every city in the game, but eventually, you'll have cleared out every city, and you'll basically be done being a Thief.

If, on the other hand, you want to play a stealth character who also steals, then that works, and gives you a way to keep playing after you've cleared everyone out of cash. Of course, if you're going this route, there are some questions to ask and answer:

1. Do you want to use Daggers or Bows? Daggers require more skill to wield, since you have to get close to enemies to kill them, but they give more Sneak XP. Bows are easier to kill with, but give less Sneak XP.

2. What do you want to wear? Clothing produces no noise, but if you get found, you have no protection, so it's a high-risk-high-reward choice. Light Armor is a nice compromise between protection, mobility, and noise, so it's generally the armor of choice for Stealth characters. Finally, Heavy Armor is much harder to sneak around in due to it's higher weight, but it can be done (just refresh a Smith's inventory at about Level 12 until you get a set of Steel Boots of Muffle, then disenchant them and add the enchantment to your own boots); in exchange, you have the highest protection you can get for those situations where you're either found, or are forced into a straight-up fight.

3. What race do you want to be? You can go with any race, obviously, but certain races have some advantages to bring to a stealth character:

- Argonians have the Histskin ability, which causes you to regenerate health ten times faster for 60 seconds. It's great for keeping you alive in a tough fight.

- Imperials have the Voice of the Emperor ability, which allows them to instantly Calm any people (I don't think it works on creatures) nearby. The advantage to this is that you can use this to force enemies into situations where you can get a Sneak Attack when you would normally not be able to otherwise.

- Khajiit have Night Eye. Not really needed, but it's nice to have a way to see in the dark.

- Nords have Battle Cry, which causes enemies to flee. Use it to scare off enemies, then sneak out of sight. While they're running away, you can get back into stealth.

Of course, if your RP calls for something else, you're more than welcome to use it.

Anyway, once you've got those three questions answered, you've really got the core of your build. Everything else is just a supplement to that.