I'm playing a Nord brute force warrior and having a blast. But I'd like to roll up a Khajiit stealthy type for use with the DB and the TG. Any advice besides the obvious on what skills to level up and perks to take? Any info appreciated!

I'm playing a build like that right now. I'm level 25 so I'm not too far in yet, mostly all I've done is advance the story past Dragon Rising and just completed the DB questline.

Sneak, obviously.
Lockpicking will advance itself, I haven't bothered putting any perks into it.
Archery is a big help for sneak attacking from a distance.
One-Handed for quicker combat and use of daggers.
Illusion for muffle, calm, fury... it's all quite useful.
And of course I'm putting time and points into Smithing and Enchanting to maximize my armor and damage down the road.

It's a very fun class. Nothing's quite as satisfying as taking people down without them ever knowing you were nearby. And the DB questline is just awesome with pretty good rewards both gold and equipment-wise.

Illusion/Invisibility.

Not sure what you deem is obvious. You can always search the 100s of assassin/thief/sneak threads to find some info as well.

I'm playing an Archer style thief right now and am haveing a blast.
I'm leveling Archery,Stealth of course.
Alchemy is very usefull.
Lightarmor pretty well levels its self.
Lockpicking
And Pickpocketing is very fun.
I suggest perking your combat and stealth skills first.Then split the rest between a crafting skill of your chooseing and Pickpocket.
A couple of perks in Speach is also usefull for the bribe perks and maybe even the persuasion perk.
I've been considering perking Lockpicking up to treasure hunter to hopefully find better bows and armor that I can't make becuase I don't do smithing.

My first character was an assassin/thief (which is a very believable RP line to take in Skyrim in terms of guilds, compared to Oblivion). I focused on the following skills:
- Light Armour (obvious)
- Sneak (ditto)
- Lockpicking (ditto ditto)
- Marksman (could sub with One-handed and do daggers I guess though, even dual-wield, but I like sneak-shooting )
- Alchemy (focused on poisons not potions)
- Speech (to butter up those foolish, foolish nobles so they think I am actually an honourable type of person...muhahaha)

I didn't get round to pickpocketing though so arguably not the world's best thief