Anyone know where to get a set without killing a guard? The only things I've seen is start a dragon attack and cast frenzy on a guard but I would rather just pick a lock or something a little non violent.

I don't think I have ever seen a set that wasn't on a guard, so I don't know what to tell you.

The last perk on the pickpocket tree allows you to steal the clothes off of somebody's back. That may be too much trouble to get but as far as I know, this is the only death-free way to obtain a suit.

This. The only other way is to kill a Solitude Guard.