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Sneak in crowded areas. Level your pickpocket skill by stealing small items.
The quickest way to boost your Sneak skill is to sneak around lots of people. While some will notice you, everyone that you sneak by will help raise your skill. Crouch while moving around Whiterun or other populated towns. You can sneak behind someone stationary, such as a shopkeeper, then keep backing into the wall behind you indefinitely. This lets you boost the skill with little effort. There isn't really a trick to raising your pickpocket skill, other than to just steal as much as possible. You're less likely to get caught if you steal light items, such as money.