First set yourself up a template. Here's a generic thief template. You can tailor this to your particular play style (PvP or PvE)
100 Stealing
100 Snooping
100 Hiding
100 Stealth
100 Lockpicking
100 Fencing
100 Tactics
This will allow you to steal from both players and crates, and defend yourself a little bit if necessary. The point is to get in, make your grab, and get out with little to no actual combat. Soulstones are your best friend if you plan being both a PvP and Non-Pvp thief. That way you can really fine tune your skill set as needed for each particular session.
Personally I use the following template for rares hunting (Doom, Tokuno, Etc), but I have Snooping and Lockpicking (100 in each) soul stoned that I can pull out to modify my template as needed depending on where and what I plan on hunting.
100 Stealing (Shadow Dancer Leggings take me to 120)
100 Hiding
100 Stealth (SDL to get to 120)
100 Fencing
100 Tactics
100 Anatomy
100 Healing
I use runebooks to get around, and have an ethereal mount for when I need to make a quick getaway. My suit consists of runic made studded leather pieces so I'm able to stealth away about 90% of the time with no problem. I think my lowest resist is maybe 65. I believe 3 or 4 resists are at 70 with the others close to it.
For stats I ate a +25 stat scroll.
Str 120
Dex 110
Int 25
Most of the points are for HP and Stamania. I get by with just enough mana to recall once or twice before I have to wait for a regen. My suit also adds a few stat points in both dex and str.