I was in an XP group last night and it wasn't until the brigand logged out and was replaced that I heard the first coin drop of the session. I realized that the brig had been stealing all the coin we came across... no splits, no nothing!
I mentioned it to the group leader who replied, "yeah, he does that... he's a ratonga!"
I had to laugh! Moral of the story is yes, you can pick pocket and yes, you can do quite well...