One Permanant Lockpick
You may need to be a certain level for this quest. First you need to go along the road east of leywin heading north, eventualy, you will see a daedric sighn symbol oon your compass saying it is to the east. That is the shrine of nocturnal and if you do the quest [by the way, the thieves are in Weebam-Na's house, talk to both of them about the eye of nocturn, hide and wait until he says to her "shh, there is someone here, wait until they leave" than go outside and come back in and listen to their conversation.] when you bring back they eye, nocturn will give you the skeleton key, a lockpick that never breaks, sorry, you don't take it to jail with you.
More tricks, tips and cheats for this game are right here - The Elder Scrolls IV: Oblivion cheats
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