Frostcrag Spire is my main fortress for my all-around Khajiit, Mzaar'Rhashi. But also I use a camp towards the bottom of the map, decorated with skulls.

Hate to be a pedant (well, not really), but the Merchant's Inn is 20 gold.

Another good home is Weynon Priory. Jauffre's Chest is safe storage, and once you join the Blades the items here are owned in common.

Another thing is that if you return to a location at least once every three days, the stuff will not respawn in the containers. A bit risky though, admittedly.

Here are some places that my thief uses to crash for free:

Francois Motierre's House (Chorrol) - Bed's always free, it's never trespassing to enter either. Containers all respawn but there's plenty of display cases and such for items, as well as a huge basemant. Nice thing about this place is, it refills with food and drink every three days, and the containers respawn with upper class clothes. And everything is free to take, without it counting as stealing. So you can make a nice living there too.

Skooma Den (Bravil) - The locals don't care if you steal from them - you can pickpocket their skooma too. All the beds are free to use.

Silverhome on the Water (Bravil) - Some beds here are owned, but others are free to sleep in (you'll need to pick the locks on the doors, but once picked they stay open).

Shameer's House (Skingrad) Open without it counting as trespassing until late at night (Shameer goes to bed around midnight). At a high disposition, he won't care if you steal his stuff either, although at a low one he'll attack you.

All Saints Inn (Imperial City Temple District) - The beds here either side of the rentable room are both free. Taking the food in the rooms is still stealing, but there's no-one there to catch you.

The Marie Elena (Imperial City Waterfront) - Once the pirates on board attack you and are taken care of by the guards, this makes a great home. The chest marked 'Captain Gaston Tussaud's Booty' is safe. The items and containers are not owned, so you can sell the contents of the ship without being Theives Guild. (However, they do count as stolen goods for the purposes of your character's stats). The bed is free to use and the cupboard near the dining table periodically respawns with expensive wines (which you can sell, as they are not marked as stolen goods).

One of my recent characters lives at Bogwater camp near the Black Marsh border. Here there is a free campsite and a 'hollowed-out rock' which contains 50 gold and is safe storage.

There are loads of places that are free to sleep in. If you extend the definition of 'house' to 'somewhere you can always sleep for free, regardless of whether there's safe storage' we could probably write a very long list.

Ok, so question related to this: I'm having trouble even being allowed to sleep in my own Waterfront bed and also in Inn beds. I get the sleep logo howering next to my cursor over the bed, but I can't activate. I've noticed that it sometimes happen if you're at an inn like Bruma where it's so small that you can hear people talking in the main room on the other side of the wall, but have no idea why I can't sleep in my own bed.

Anyone experienced that?

Not exactly, but at Shetcombe farm, the bed sometimes works and sometimes not. When it doesn't work, there is no sleep icon at all. I can't figure out why, it just seems random, but if I quit and come back, it usually works fine.

What you describe is a problem I have not heard of before in the vanilla game. That sets of bells and whistles because 99% of the time, that means it is caused somehow by the mods you are using - that is where I would focus your troubleshooting - particularly on any mods that might relate to sleeping, beds, portable bedrolls, sleep animations, etc.

Methinks you were correct =)