When you get the independent thievery quest you should really set your base of operations up in the imperial city.
Wait until its 1-2am and then you totally raid the "red diamond jewelry", "the guilded carafe" and the "mystic emporium".
Only steal the light stuff, soul gems, potions, jewelry and scrolls.
Its also a good Idea to aim for the magic stuff for later fences since Ongar cant handle the heavy stuff. But I got up to 800 gold just for selling the simpliest stuff to Ongar =)
Good luck
