I'm so glad sneak is fixed.
You've done the mission to get Nocturne's skeleton key or whatever, right? That's the most crucial item in the game -- an unlimited, 100-level lockpick. In fact, do all the demon quests...or whatever those guys are. You get a list of their shrines early on, and they're all pretty much worth it. Weightless swords, that lockpick, etc...