Here are some tricks I picked up from lurking on the TTLG forums. Upgrading the Thief games used to be rather complex, but recently the process was made much simpler by the creation of several unified patches, with user-friendly installers that do all the hard work for you.
Thief: The Dark Project/Thief Gold:
TFix 1.10:
https://docs.google.com/open?id=0B7quQTgSRc9KQ0Z3U0k1RDRDc3M
An essential mod that improves graphics and enables high resolutions.
Thief 1 Sound Enhancement Pack:
http://www.jaybmusic.net/Eidos/Thief1Sounds.exe
Higher quality sound effects. Non-essential but nice.
Thief II: The Metal Age:
Tafferpatcher 1.0.3 Beta:
ftp://djriff.homeftp.net/patches/thi...A_103_beta.exe
Similar to TFix but in addition also fixes various bugs in the game's levels. You may wish to avoid installing the "NTEX" texture pack which is part of this patch, as according to some it deviates too strongly from the game's original appearance.
Thief 2 Sound Enhancement Pack:
http://www.jaybmusic.net/Eidos/Thief2Sounds.exe
See above.
Thief: Deadly Shadows:
Thief 3 Sneaky Upgrade 1.1.0:
http://ubuntuone.com/3WBoEbFHnUi0nhpNIS9zVo
Essential mod. Enables high resolutions, and a few additional tweaks.
John P's Collective Texture Pack 1.0.3:
ftp://djriff.homeftp.net/patches/th...re_Pack_1_03/Collective_Texture_Pack_1_03.exe
Graphics upgrade. Be warned that it makes this game's shitty long loading times even longer.