As someone that was trained to pick locks I can say right now.....it's not as easy as it looks. Anyone that thinks it works like it does in the movies would be in for a rude awakening.

It takes a lot of practice and even then it borders on an art form. Some locks are easy, others can be picked but it takes a significant amount of time (hours in some cases), finally others are nearly impossible to defeat with normal lock-picks....more often than not you won't know which lock you have until you attempt it.

For the average person, a set of picks would border on useless. One would really be better off carrying a set of bolt cutters, a power drill, or a sledge hammer, rather than a set of lock-picks, if you really need to get into a locked door.