I mostly agree with Waltorious. If you want to be a thief character you want to put points into those skills early on. If you don't want to be a thief character but want to do the thief quests and some other such things for the sake of completeness, the companions will do just fine.
You can use Virgil's lockpick skill in a pinch- it isn't too long (lvl 21) before he raises his lockpick skill to 2- still not great but with the auto skeleton key it's enough to be pretty useful (esp. with the magic spell of reload- he jams stuff up somewhat frequently). You can get Sebastian immediately after you've been to Qintarra for the first time to take care of everything else. Tollo is late enough in the game as to not be all that useful esp. given that Sebastian does so many other things well and given that it's much more natural to end up on the good-aligned side.
My understanding is that Unlocking Cantrip is nice if your character is a full-blown mage and therefore strongly magick-aligned but pretty useless otherwise; the noise it makes doesn't help either.
If there's an annoyance about thieving by proxy, it's that you can't get any of your minions to do your pickpocketing dirty work for you. In retrospect I think I should have used up some of those fate points I've been hoarding on this; there aren't all that many pockets a non-thief character really cares about picking, and those that you do care about have really helpful items. An example is the ring of influence on JM Morat in Tarant, which he'll give you if you spend 5 of your precious character points on the relatively useless haggle skill and then pay him 10,000 gold- forget that! It has a big enough bonus to haggle that even if you want to go the Haggle Master route it may be worth spending a fate point to grab it from him first so you can get the master training while only spending four CP.
In my game (haven't finished yet), which it looks like I'll complete with at least a dozen unused fate points, I waited instead, eventually using just 1 CP, a blessing from an altar, and the two pickpocket bonus items to get my pickpocket skill up to where I could train as a master. With that, anybody who goes to sleep is pickpocketable (it's much easier to pick pockets when people are asleep).