This is a mixture of information I have collected over the years to get my lockpicking skill up as fast as possible. Please keep in mind that to keep the skill leveling as fast, you should always attempt to offer lockpicking services for free, as well as CONSTANTLY be picking pockets.
You can pick ANY humanoids pocket. I just make a macro for my "Opening" skill. Remember to pick a pocket you HAVE to be in stealth, and it HAS to be the FIRST thing you to to the mob. Here is an example macro.
If Ambush is NOT your opening attack, change the last line to whatever you use as you opener, ie: Backstab, Sinister strike. In fact .. I have /cast pickpocket added to my Sap macro .. it doesn't seem like your getting much out of it .. but trust me .. every little bit helps. Not to mention you can fund your poison habit, as well as you potion quaffing habit.. (I know you have one, and I know it's expensive)/cast Pick Pocket
/stopcasting
/cast Ambush
and hey .. who knows .. you might just snag 1 of these... Spinesever - Item - World of Warcraft
There is Also doors that can be picked throughout your travels, if you find yourself standing at one you have the skill to pick. Pick till it's grey.
Gnomeregan - Skill Req 150 - Workshop Door
Scarlet Monastery - Skill Req 175 - Armoury and Cathedral
Scholomance - Skill Req 285
Stratholme Gates - Skill Req 300
Blackrock Depths - Skill Req 250 - Doors and Shadowforge
Searing Gorge - Skill Req 225 - Gate
Dire Maul Doors - Skill Req 300
1 - 100
These chests below respawn really quickly. Skill up from 1 to 100 will be realy easy.
Horde:
[Buccaneer's Strongbox] - These chests located on a ship near Rachet in The Barrens.
Buccaneer's Strongbox - Object - World of Warcraft
[Burial Chest] - Blood Elves can try this one
Burial Chest - Object - World of Warcraft
Alliance:
[Practice Lockboxes] - Redridge Mountains
Practice Lockbox - Object - World of Warcraft
100 - 170
The Rogue poisons quests for Horde and Alliance are the best and easiest way to level up to 170. If you've already finished the quest, you can still use the chests to gain skill, but the chests don't highlight when you mouse over them, so you have to search for your lockpicking skill first in your Spellbook and then click the chest.
Horde:
[Gallywix's Lockbox] - The Barrens
Gallywix's Lockbox - Object - World of Warcraft
Alliance:
The Alliance poison quest takes you to a tower in the northeaster part of Westfall. Its located to the east of the bridge that heads to Darkshire. The quest is very similiar to the Horde, in that there is a chest in the top that you can pick to about 175. You first have to find a way to incapacitate or kill the elite boss at the top. You shouldn't try it unless until level 24, and that may be hard for anyone who isn't geared up or twinked well.
170 - 225 Both:
Now you have to go to Badlands - Angor Fortress. You will find two kind of footlockers there, you will need a lockpicking skill of 175 to open the [Dentened Footlocker].
[Battered Footlocker] - Angor Fortress - Upstairs
Battered Footlocker - Object - World of Warcraft
[Dented Footlocker] - Angor Fortress - Downstairs
Dented Footlocker - Object - World of Warcraft
Don't bother trying to Pick Pocket the mobs, the boxes you will find are already grey to you.
225 - 250
Go to Searing Gorge, it's near Badlands. Now you can try to Pick Pocket mobs too, because the [Sturdy Junkbox] you will find turns grey only at 275.
[Dented Footlocker] -
Dented Footlocker - Object - World of Warcraft
There are two kind of Footlockers with the same name, one of them turns green at 250, the other turns green at 275.
You could also do the Searing Gorge door but it's not a reliable way to skill up, so you're pretty much stuck with doing junk boxes. At this point what you could also do is open lockboxes for free in a big city and get your skill up that way. You'll probably be getting more instance groups too and those tend to have at least one locked chest per instance. See the above list for doors and items in this skill range.
250 - 300
Go to Tyr's Hand in Eastern Plaguelands. Pickpocket the mobs and find all of the [Scarlet Footlockers]. In the time it takes to take a full circle of Tyr's Hand, the starting point will be pickpocketable and have boxes respawned.
There are doors in Blackrock Depths that you can pick, otherwise continue istance runs, pick pocketing, and advertising opening lockboxes for free. *Requires 280 skill*
300 - 325
[Wicker Chest] - Zangarmash
Wicker Chest - Object - World of Warcraft
You can also Pick Pocket the mobs here, because they drop [Strong Junkbox].
325 - 375
[Dented Footlocker] - Nagrand
Dented Footlocker - Object - World of Warcraft
Same as above, Pick Pocket mobs. When you reach 350, you can go to Northrend if you want, but skilling up on these is a lot faster than pickpocketing mobs at Northrend.
**300-375**
There are several ways to go from 300-375. The Boulderfists can be pickpocketed in Nagrand for Strong Junkboxes. Khorium Lockboxes are random dropped in the Burning Crusade zones but mostly found in the new Burning Crusades instances. The Dire Maul doors are also an option to get a few skillups. Going from 1-375 is no easy task and will take a lot of time, but it will definately payout in the end.
375-400
Pickpocket any Humanoid mobs at Northrend to get [Reinforced Junkboxes].