I created this mod Merged Thievery Skill http://skyrim.nexusmods.com/mods/21792 which merges Lockpicking and Pickpocket skills and perks with the intend to give a free skill tree to be used in other mods cause, as we know, we can't add skills via CK.
The idea is to keep the management of the merged skill in a single mod while other modders can focus on implementing their own skill. Also the end user will have the option to switch between mods implementing the custom skill without messing each time the merged skill.
This may evolve into an esm if needed and if the idea would be successful.
Lockpicking was merged into Pickpocket so vanilla Lockpicking is the one you will modify.
If you want to create a skill mod that will relay on this you should increase the Lockpick skill via http://www.creationkit.com/AdvanceSkill_-_Game. Also you should rename/change descriptions for items/magic effects/etc that are related to Lockpick to reflect your new skill. Pickpocket was changed in such places to Thievery by this mod.

Please use the mod comments for enduser impressions http://forums.nexusmods.com/index.php?showtopic=749541
Technical discussion with modders intending to use this I'd like to go in the nexus topic: http://forums.nexusmods.com/index.php?/topic/749594-merged-thievery-skill/
This topic is just a notification on this forum about my work, you can post about general stuff and feelings about the success of this idea here, but please let's keep the more technical details in a single place on nexus.

If this idea won't end to be successful that's ok for me, I didn't worked in vain. I worked on a mod based on this and I just splited my work in two mods in this case which was easier for me to do.