So, does anyone know of any cool places I could sweep with my thief?
I usually just loot random stores in various cities besides the side quests from the guild.

I could use a challenge to mix things up! The main problem with trying new things is that it's hard to find places worth robbing because there isn't good loot.

Any suggestions?

Im actually working on a mod that will add large vaults (protected by some kickass guards) to the palaces in each hold.

Try every ''major'' city castles ?
Yeah some Jarls are going to get mad to you, but I think they have all kind of valuable stuff. And the castles are usually well guarded so challenge it is indeed.

Heist of the century, rort the guard barracks dry in every hold.

If you loot the Stone of Barenziah, even if you don't steal it, and even if you haven't met the 500 gold requirement, it will still count for the sweep jobs in the thieves guild.

Also, radient rainment in solitude normally has some jewlery laying around that will add up to 500 gold

Sounds pretty awesome!!