Lockpicking increases your tech aptitude a bit, and there are a few schematics to benefit the thief as well (lockpicks, trap springers, buffing mixtures, all that stuff). Nothing critical, as most of the stuff can be found/bought anyway.
Persuasion will open up more char slots, so you can just invest in throwing for a ranged combat skill and be done with it.
(DYI grenades are fun, so is the weapon you get for the master's challenge).
Or, for a full hard-on sneaky experience, you can go all melee+backstab+prowling. For full effect, get the +Agility spell and buy the light dagger whose name eludes me, but costs only 1-2 ap to swing.
With loads of AP you can run circles around enemies and backstab for massive damage bonus.
Both approaches can be fun, depends on how many points you'd like to invest and how good a talker you want to be.
Good thing about arcanum is you don't have to focus too much on the combat skills, but if you do, there's ways to have fun with the otherwise underdeveloped part of the game.
@ Johannes
I agree that D&D is about customizing the party, yeah it's fun to keep all the bases covered (healing spells, wizard spells, thievery, social skills) and at the same time add some custom flavor to the party.
Still, in my experience with D&D, high level spells were so uber powerful, that it made little sense to nerf your spellcasters by multiclassing. It was totally worth it to get to higher tiers two levels earlier rather than later, which means
it was a safe bet to keep at least two of the chars pure class.
Still, there was some fun to be had in customizing the remaining four and BG2 Throne of Bhaal spiced it up a bit, because you had enough exp to actually make a dual, maybe even triple class chars get to the highest spellcasting levels, and I had my share of fun dicking about with Use Any Item and designing chars for solo play, two or three char parties. I played BG1 and 2, ToEE, Ruins of Myth Drannor and found myself gravitating towards a number of proven setups. I admit, it may be my inner powergamer, but I always thought, why bother with a ranger, druid, monk and a bard, when I can get more consistent performance out of a wizard, cleric, thief and a warrior, select a kit if I wish to spice things up a bit.
On the other hand, NNW 2 scares the hell out of me with all the prestige classes. I preferred the early 3ED versions as in Icewind Dale 2 and ToEE.
I also agree about the thoughtwork. It was fun to think up an Assassin-Warrior that uses Use any Item to get the right gear do deal absurd backstab damage, or rack up the resistances until you are invulnerable to all normal damage, but running through the entire BG2 not so much. Better to just fire up the shadowkeeper and see how it works when it's done.