I rarely get caught using Nalia with a couple of Master Thievery potions. However, the best pickpocket in the game (other than a player character) is probably Haer'dalis. To steal reliably from most stores, you'll want your pickpocket at 150-200+ or do a lot of saving and reloading.
So far the best things I've stolen are:
Ring of Regeneration: Pickpocket from Ribald
2 Harbringers, Spear of Withering, Several level 8/9 scrolls, and a couple other items: Robbed the drow blind on my way out of town.
I noticed that even though I think you can only buy one Harbringer, I was able to steal 2 and it was still listed. If I were to do it again, I'd see if I could steal multiple Firetooth daggers.
It's a little strange that shopkeepers in Amn will not accept merchandise stolen from the drow. How do they know it's stolen?!?
[This message has been edited by Nighthawk (edited 10-23-2000).]