About lockpicking (guild storyline spoilers):
If you go I think it's about halfway through the Theives Guild story, you get the Skeleteon Key. It's an unbreakable lockpick that you use instead of lockpicks when it's in your inventory (same as the one in Oblivion). However, you have to hand it over to another Theives Guild member later on in the storyline, so if you want to keep it don't finish the Theives Guild.
Thanks, I'll keep that one in mind.
Yeah I got the necklace because I figured I'd eventually marry Aela or some woman I beat up in a bar (I'm playing a female character and she started the fight).
However, after I finished the golden claw quest, some woman walked up and said she found me attractive. I returned the thought. She then said, "Great, let's get married!"
I am SO glad that doesn't happen (often) in real life!
Currently, I'm going through the Companion storyline.