I'm a player of a few thieves over the years (including prominent/leaders) and it's my personal opinion that:
1) Advanced picklock is near useless. There may be chests I haven't seen and admittedly never tried to stroll into a dragon lair with gentle/advanced, but I doubt it will work.
2) Gentle walk is overrated. Generally, specifically for PK, you can get what you need without it. Now, if you're newer or an explorer type, it's clutch.
3) Thieves points being very tight, I'd rather have cheap shot that five marginal skills. That's just me though. I prefer to just trip;trip and they die as opposed to some elaborate scheme requiring ten things to come together. (Hint: it never does.) If you possess enough patience/desire to set up the perfect trap, all the power to you.
Bonus answer: it's very hard for a thief to get a stoneform solo, gentle walk or not.