Near the Imperial City you can find a redguard that recruits theives guild people.
He will be there around 12:00 pm, sneak up behind him (even if he can see you or the other two there) and pick pocket him.
You can take what you want, then exit, then pick pocket him again (you dont have to take anything from him for this to work).
Just repeat over and over. If sneak is one of your major skills it will raise your agility. I got my sneak and agility up to 100 in about 45 minutes.