You could always go Thieves Guild and stealth around Fel looking for easy marks
Other than that, cant say I see much of one but dont discount sneaking through dungeons! I made some great cake just grabbing stuff out of corpses in the ML dungeons and popping dungeon chests can be fairly lucrative as well with very little effort.
Its also a great way to learn exactly where everything is and what it looks like. I used to take my thief somewhere Id never been before when I was bored. Snooping around for new hunting spots, training grounds and the like...