Lockpicking Guide

Early on you might get some [Practice Locks] from an engineer to increase your lockpicking up to skill level 80. The quest to obtain Lockpicking will point you toward plenty of practice chests.
The best way for Alliance Rogues to get their lockpicking skill up at level 16-20 (after getting the Pick Lock skill) is Alther's Mill in the Redridge Mountains region. The quest [20] Alther's Mill requires lockpicking a chest in Alther's Mill for a quest item and is close to the practice lockboxes. These chests respawn quickly and may be practiced upon from 1-100 skill (though this is capped at 80 if the rogue goes there while still level 16). Horde Rogues can gain early levels from an equivalent quest on the ship off the Merchant Coast, south of Ratchet in the Barrens. Additionally, Blood Elf Rogues may take the quest, Quest:Greed in the Ghostlands at level 16 which takes them to the Amani Catacombs where they may practice lockpicking up to 100 (currently level * 5). In addition to training, these chests contain treasure.
The Rogue poisons quests for Horde and Alliance provide the next opportunity for solid skill gains. The quest is gained at level 20 although it may be too difficult for many players at level 20. The item required to complete this quest is contained inside a locked chest that can be picked repeatedly up to 170. (You are likely to hit your skill level cap first, if you are on the poison quest.) If you've already finished the quest, you can still use the chests to gain skill. The chests don't highlight when you mouse over them after the first time, when you obtain the quest item, so you have to activate your lockpicking skill first and then click the chest. The chest will be empty if you already have the quest item or have completed the quest. Be sure to close the empty loot window in order to speed along the chest respawning (it is very quick if the loot window is not left open.) The poison Touch of Zanzil is applied every time the chest is lockpicked. The poisons can be dispelled if you have the cure from the poison quest chain, Anti-Venom skill (and Anti-Venom in your pack) from the First Aid profession, or by the Dwarf racial Stoneform. The boss guarding the chest will probably respawn a couple of times while you are leveling your lockpicking skill on this chest. (It appears that either faction could use the opposite faction chest; not tested.)
Also, level 1 Battered Footlockers can be pick pocketed from the mobs around Durnholde Keep in the Hillsbrad Foothills. Continuously make routes around Durnholde Keep, and pickpocket mobs for Junkboxes. Note again that these are level 1, so if you've already leveled up using the lock box in the rogue poisons quest, these will be grey and therefore useless for leveling your skill.
170 to 300


Once you get to 150-170, you can go to Angor Fortress in Badlands. Go to the upper parts, and again pickpocketing for junkboxes will help. Once you get to 175 you can open all of the boxes in the fortress. Another very good place to go is Sar'theris Strand in northwest Desolace. Underwater, there are plenty of [Waterlogged Footlockers], that will easy get you to 210. Highly recommended to bring an elixir of waterbreathing though.
Once at 205 or so, go to the Scarlet Monastery doors. Read below the doors section on what to do. Open each door, go into the instance and pickpocket 3 mobs. Come back out and open the doors and the timer will have reset for the skillups from the doors. Continuously do this until 225. At 225, go to Searing Gorge. Down in the slag pit are [Dented Footlockers]. You can open all of them, and again pickpocket for junkboxes. Additionally, you can travel to the Swamp of Sorrows. A water breathing potion makes circling the deep water around the Sunken Temple much easier, as [Mossy Footlockers] spawn throughout the area. Stay in either of these locations until 250-255.
The best place to raise your skill from 250 to 300 is in Blackrock Depths. Simply go in, turn to the left and unlock the Shadowforge Gate. Continue forward and take the first right, picking the next Shadowforge Gate. Pick the first door on the left, the East Garrison Door, and head forward staying on the bottom level. If you are level 60 or above, pick the large wooden object sticking out of the ground below the giant gear, The Shadowforge Lock; younger levels can agro the mobs around it. Then head out of the instance and reset it before doing all four again. Note that you can only reset the instance 5 times before it disables you from entering, saying "You have entered too many instances recently". This is valid for the whole account and resets roughly an hour after you entered the first time.
Another place for 250-300 is Tyr's Hand in Eastern Plaguelands. Pickpocket the mobs and find all of the [Scarlet Footlockers]. In the time it takes to take a full circle of Tyr's Hand, the starting point will be pickpocketable and have boxes respawned. Do this until 300.
After 300


The best place at 70 is in Feralfen Village in Zangarmarsh. This is located south of Coilfang Reservoir and Twin Spire Ruins, west of the Lagoon and east of Quagg Ridge. There are three areas of buildings clumped together with a handful of wicker chests in each. They typically spawn inside and around the huts. The tower in the western section of the village has wicker chests on the first floor and on the top floor. You can also pickpocket the mobs (levels 61-63) with an 11% chance of getting a [Strong Junkbox] (requires Lockpicking 300).
Another location for leveling lockpicking between 300 and 350 is outside of Black Temple in Shadowmoon Valley (very east side, hunk of land sticking out). Stay near the blood elves that are paladins/warriors (not by name), not the demon hunters. Pickpocket these and kill them to have them respawn. As many know, there is an epic thrown weapon that can be taken out of the [Strong Junkboxes] that come out of Outland, [Spinesever], however it was recently nerfed.
Either way, from 350 you can open any door that can be picked, any box, and any chest. Good luck!
Gear


[Dark Leather Gloves], created through Leatherworking, increase lockpicking skill by 5. They reduce the chance of a lockpicking attempt failing and also can be used to pick locks slightly out of your skill range.