This is a very useful tip for pickpocketing: Go to the options menu, go to the game controller at the top right, and select "Hidden" under "NPC 'Attack' options". This will turn the "Pickpocket" option into a left click, rather than a right click.
Steal from cake stalls in Ardougne. The cake stall further east has less guard activity, making it easier to thieve. Cakes are a good source of food for later training. At level 20, you can steal silk from the nearby silk stall.
Alternatively, steal tea from the tea stall in Varrock (located south-east of the eastern bank, near to the small fenced area where the ). This gives the same amount of experience per steal, except it can offer much higher rates due to the lack of guards to stop the player and because the shopkeeper will never move from his spot to interfere. The downside is the usefulness of the tea itself; although it raises attack by 3 levels, it has poor healing and is of little value.
Finally, you can thieve more things around the RuneScape world. You should start thieving warriors (located in Varrock Palace, East Ardougne, north of East Ardougne, and Al-Kharid Palace) to get your level up, then when you reach level 32, you can try rogues in the Wilderness (but be safe)! They are good experience, but you should stick with warriors if you're a skiller or have low levels.
Another method is to steal from Silk stalls until 27. This method gives 24 experience each successful attempt rather than the 26 experience you get from warriors. The difference is that you are much more likely to successfully steal from a silk stall in East Ardougne than you are to steal from a warrior.
Levels 25-38/55 Edit
This method requires a fairly decent combat level to obtain the Xeric's Talisman from level 53 - 73 lizardmen. It is an alternative way to thieving silk stalls and that is thieving from Hosidius fruit stalls. Hosidius fruit stalls at Great Kourend requires you to have 15% Hosidius House Favour and level 25 thieving. Stealing from these fruit stalls give 28.5 experience per fruit. There are 2 Guard Dogs defending these stalls but they can easily be avoided as long as you trap them in the store adjacent to the stalls by attacking them and closing the door once you have lured them inside (see picture on right). This removes any disturbances and allows a 100% success rate making thieving less of a pain seeing as you will never get caught.
The closest bank is quite far away (although the Leprechaun to the East can be used to note some items), this is bypassed through the use of Xeric's talisman, gained from Lizardmen (teleport to Xeric's glade which is 10 steps away from the fruit stall) and a Ring of Dueling to bank at castle wars. The drop chance for the Xeric's talisman is 1/250 which is large but as a bonus, it's a quick and cheap way around the island Zeah so it is worth getting.
Expect to consume 36 charges of the Ring of Dueling as well as Xeric's talisman per hour. The fruit re-spawn is on par with that of Ardougne's Baker's Stall yielding around 26k exp/hour and 100-150k gold/hour (most of the money is gained from selling the cooking apples you get) depending on your luck and Grand Exchange prices of the fruits you obtain. This method is very afk, gives a great amount of exp for the early levels and even earns you a little pocket money.
Alternatively, you can simply drop everything for 30k exp/hr.
At level 38 you should be stealing from Master Farmers (30k exp per hour) for lots of seeds. At level 40 guards are also an option (20k exp per hour) in Ardougne, Varrock, or Falador. Guards and Master Farmers do catch you a lot and require you to use food often, but they are both good for your level. You can always steal from the Bakers Stall for food when needed. (must have completed The Fremennik Trials) At level 45, stealing from Fremenniks becomes a valid option, granting 50% more experience per pickpocket than Master Farmers. (50k exp / hr) Food can be fished in Rellekka and cooked on one of the many fires, making banking unnecessary. You can also bring noted food and trade it with the merchant at the stalls or simply steal from one of the fish stalls, to the west of the hall.
Another tactic for thieving guards is to get a staff of air, a fire rune, and a law rune and to only have those items and head to west Varrock to steal from the guards. After you die from failing to thieve, you will keep the runes and the staff, but drop your stack of money. Simply teleport back to Varrock, grab more runes, and pick up your stack of money. No food needed.
Another tactic that doesn't require any items or money to be spent, is after finishing the Recruitment Drive quest, you can change your spawn point to Falador. After you die, you will spawn in the Falador Castle, where you can cross the bridge and resume pickpocketing.
Another tactic that doesn't require food or money is to thieve guards in Ardougne. One can be trapped in the building to the north of the market for minimal hassle, and you can easily steal more food from the bakery stall in the market once you run out.
Levels 55-65/99 Edit
First attack the knight near the Ardougne marketplace. Lure him inside the building to the north of the marketplace. Shut the door to keep him inside, then run upstairs to stop his attacks. Come back down, turn NPC attack to hidden (see the top of this page) and spam click to pickpocket. Trap the knight behind the table on the west side of the building for fastest exp. Eventually, the knight will get moved after a period of stationary activity. Then just repeat the method.
Knights despawn after 5 minutes of being unable to move, so if you trap it within a corner, make sure to move within 5 minutes. You stop failing pickpocketing knights at 95 with the Ardougne Cloak 2. When not failing and consistently pickpocketing, your xp is 250k exp/hour.
If you have started The Feud, you can thieve Menaphites, provided you have access to a blackjack. A 30 min test run, at 87 thieving, provided 232.6k exp/hour (and 100k gold/hour). This test run was done in optimal circumstances and with very high concentration. A more realistic exp/hour at 87 thieving would be 200k exp/hour, which is still extremely high. Menaphite Thugs are the fastest exp up to 91, but it is very repetitive. You can thieve menaphite thugs by knocking them out with a blackjack and then pickpocketing two times. Sometimes the knocking out can fail, and the Menaphite Thug will start attacking you. You can stop this attack with correct timing, by pickpocketing them at any time between their first and second attack (exactly 2.4 seconds between attacks).
Menaphite Thugs are noticeably easier at level 77, even compared to level 76.
You can reach the Menaphite Thugs by using the carpet near the Shantay Pass and traveling to Pollnivneach. Once you have arrived in Pollnivneach, run south to find the Menaphite Thugs. You can knock out Menaphite Thugs, as long as another Menaphite can not see you do it. So it's best to lure the thug in a house.
Important note: You should bring noted food with you (as well as some un-noted food) when black-jacking at Pollnivneach and un-note them using the Banknote Exchange Merchant right next to the general store, which is much cheaper than selling to the store and buying them back.
Ali the barman stocks 13 wines for 1 gp each. Each wine heals 11 hp and decreases your attack. The bar is on the south end of Polliniveach.
Levels 21/91-99 (fastest way from 91)Edit
It is recommended to start doing Pyramid Plunder from level 91 on as it is the fastest thieving experience in the game at this level, yielding around 255k exp per hour and up to 270k exp per hour are possible. Before level 91 it can be an optional method to train as it gives decent gold per hour (it should be noted that it is not as good experience per hour as pickpocketing Fremmeniks until at least level 55 and not as good experience per hour as blackjacking Menaphite Thugs until level 91). You need to have started the quest Icthlarin's Little Helper to be able to enter Sophanem. Completing Contact! is also highly recommended for a bank near the pyramid, otherwise you will have to travel back to the bank in Nardah every time you need food or antipoison potions.
You could keep all the loot from the urns and sell them to Simon Templeton at the Agility Pyramid; However, it's recommended to leave them, since the required banking will lower your experience per hour. It should be noted that you can possibly loot a Pharaoh's sceptre from the golden chests or sarcophagi, which can then be sold to other players, or kept for yourself, in order to significantly shorten bank trips, as it can not just teleport you to Pyramid Plunder but to the Guardian mummy directly, along with several other destinations, making this minigame's profit potential much higher.
It takes approximately 335 games to get from 91-99 in Pyramid Plunder.
Refer to the page of Pyramid Plunder for a proper strategy guide.