I was THIS close to catching that killer, I swear.

"I heard of you! You're the newest member of the College."
- Says a Guard to my ARCHMAGE WEARING ARCHMAGE ROBES

"I know you're in the Thieves Guild...and so do every other guard."
- Says a Guard who isn't trying to arrest me

"You're that newest member of the Companions right? What do you do, fetch the mead?"
- Says a Guard to the Harbinger of the Companions who has full Dragonplate Armor

"Hands to yourself sneak thief"
- Says a Guard who doesn't know what I do in my spare time

"Let me guess, someone stole your sweetroll?"
- Says a Guard who doesn't realize I ate all my sweetrolls the night before

"[insert racist remark about me not being a Nord]"
- Says a Guard who's currently dead in a ditch with an arrow to the knee

There are really a lot of good ones. I find it funny when they carp "What is it - dragons?"

" No lollygagging" is up there as well.

In Whiterun I come across a few that ask me to enchant their blade ( that sounds so wrong) since theirs is so dull it won't cut through butter I like that one as well.

Oh yeah - the best "Hands to yourself sneak thief!" even my gf gets a kick out of that one!