Getting lockpicks in Balmora

[Marjan]

So I want to join the thieves' guild and I guess my best bet is breaking into the alchemy shop to get the diamond. Thing is; I have no profeciency in lockpicking and I don't own any lockpicks. Where can I get some and also get experience?

[VaderDFXB]

Cast a low level spell to lock a door or chest then pick it. It'll not only train your security skill but also alteration which is a nice bonus. You'll need to buy a locking spell, low level(and I forget the exact name of the spell but it only costs 1 mana or so to cast), which means finding a spell merchant. I went to a bunch of the different mages guilds and found a seller eventually.

[Lobo de hielo]

What type of character are you playing?
If mage type/ alteration use spells and scrolls to unlock doors and chests.

If going down the sneak path train up as suggested above.
Barmaid in Aldhrun always has plenty of lock picks and probes.

[Andrea Honeybee]

if you go to the southwall corner club, it is on the east side of the river odai, it is on the south end of that section of the city. go to the basement floor of that building, and you will see three merchants, one of those three sells the lockpicks.