The thing about any theft in this game that makes me kinda mad, is the Thugs that come for you. You go into stealth, and they still casually walk right to where you hiding... they even follow you around even when your unseen. It kinda makes me not able to do a pure thief that is passive. And since I don't use fast travel, there is no way of shaking them. :\
This reminds me of the Drunkard build (or whatever it was called).
I think I'll now try a theiving alcoholic who MUST consume all alcohol he comes across at that moment - and then spend every penny buying rounds and then steal the rest from the inn once he regains consciousness.
I was waiting for inspiration for a pure rogue... and now for the fun.
True, it does break immersion when the thugs are sent after you, that you have a tracking beacon attached to your ass and that they have the device to follow you. No matter how long you avoid them the fight will happen eventually. Plan ahead if you are at a very low level, because they will kill you in a straight up fight, so don't do that. Fight dirty. Make the battleground of your choosing. Get a temporary companion if you can. Cast a frenzy spell on them so that they kill each other. Snipe them from a rock. Get creative.