Personally, I don't like anything that interrupts the roleplayability of the character generation process itself. In other words I would not like going back and changing a skill I had already roleplayed how the character had obtained or needing another career to gain the skills (although certain roguish specialties, like forging a sculpture would require time spent in another career: Entertainer, Artist for the art(sculpting) skill). So, to me,
common roguery skills should be available in a rogues career skill tables and not entirely from some outside source (connections, skill packs, background skills). Not that other skills could not be used - See #1.
I'll detail some thoughts on lock picking but the premise behind these thoughts holds true for other activities.
1) Often a character can select from multiple skills.
This is often the case, for example, when trying to get past a checkpoint; Admin, Carousing, Deception, Art(acting), Broker [for bribing].
So for getting past a mechanically locked door you may use strength+Athletics(strength) with +DM for tools(a crowbar), dexterity+Athletics(co-ordination) with a DM for tools(lock pick), intelligence+mechanical with a +DM for tools (pop the hinges with a screwdriver?) and I'm sure there are others.
2) In a discussion I had regarding forgery, one of the main points was that it would be different skills depending on what was being forged and the same applies to lock picking. It could be a physical only lock, electronic lock, or maybe something exotic like a psionic telekinesis enabled/disabled lock?
So sometimes the skill check might be Intelligence+computer with a +DM for a computer with a specialized intrusion program.
3) Often it is smash and grab and the criminal does not care about lock picking. That is more of a covert ops thing for agents.
4) Don't forget about associated skills and tasks. You just successfully picked that lock but what about disabling that alarm system?
5) Thieves will often use specialized tools depending on the situation such as a slim jim on a vehicle. If a little recon or planning is done,
master keys are often used or
radio scanners. I'm sure there are many other possibilities.
Consider repairing something. You would need specialized tools for any degree of success. Mechanical tools, Electronics, medical (repairing a body) and so on. There is no repair skill, the skill depends on what you are doing; computer repair, Jump Drive repair, environmental systems repair, Electronics repair... So there is no catch all roguery skill and that is ok.
For other roguish activities you just need to use a little thought in coming up with the possible characteristic+skill+tools required.