Lockpicks are readily available as almost all retailers carry at least 1 of them. Some of the easier options are: The Thieves Guild fence, Tonilia, has about 30 pickaxes for sale. The Khajiit merchant outside of Whiterun also has 30 or more pickaxes for sale.
This mod allows the Dragonborn to create lockpicks in The Elder Scrolls V: Skyrim. The higher your forge level, the more lockpicks you can craft with one ingot.
That being said, where is the best place to buy lock picks? The best way to buy lock picks is from an lock pick online store. Many websites sell lock picking tools, but the best and most established are Art of Lock Picking, Peterson, Multipick, SouthOrd, Lock Law Tools, Sparrows and LockPickWorld.
There are three groups of Khajiit traders that travel between the cities of Skyrim. You will have encountered Ri’saad’s band outside of Whiterun and may find him near Markarth; the others (led by Ahkari and Ma’dran) are between Rifton and Dawnstar and between Windhelm and Solitude, respectively.
The Thieves Guild is located in Riften, at the southeast end of Skyrim. It is found in the sewers through a series of tunnels known as ratways.
The Skeleton Key is an unbreakable key that you must return in order to continue the Thieves quest line. However, you can keep the Skeleton Key until you get the Unbreakable Pickaxe perk and then continue the Thieves quest line.
Followers always successfully pick locks, but break one pick per lock. The best lockpicker is the Dragonborn.