If they junkboxes are green or higher to you, you will get gains in lockpicking. I used to never pickpocket at the lower levels. Then I watched my friends get lockpicking gains from the junkboxes and since then, I'm always pickpocketing. You can only pickpocket certain mobs, humaniods and ooze, I think.
Just this morning I got an enchantment recipe for superior stamina in a junkbox, so you can actually get something decent once in a blue moon.