Depends on the kind of thief you plan to play. For example, if you want to roleplay a sneaky catburglar who likes to enter houses he isn't invited to through a window at night, prowling will come useful. If you, however, just wait there for the shopkeeper go to sleep, then you'd only need pickpocked to swipe the key from him.
All in all, DEX is the stat. Don't skimp too much on perception if you want to be a grenadier, but don't bother raising it too much either, throwing is ruled by DEX + APs are given by DEX, too. Take pick locks and pick pocket, those will always be useful. Prowling is situational and best when soloing, so you'll have to leave your companions waiting somewhere. Backstab goes very well with dagger of speed (if you're magical) and max DEX, but even a couple of levels can be very useful if you have a sword or dagger ready to be equipped. And if you're into tech (and overkill), you can take Expert and start backstabing people with pyrotechnic axes.
Spot Trap makes no sense without Disarm Trap, because your companions will happily stomp over traps spotted or not.
Finally, you may want to raise your Haggle to at least Expert, because it's handy for a thief to fence anywhere. Plus, it feels sweeter when you sell his own stuff to a shopkeeper you just robbed clean, and for the increased price no less!