Rohan15: I have this irksome thing where I've had the worst luck with burglaries. I have this issue where guards will capture me almost always. Any way to remove these pests? ALSO, how do I capture someone else's property?
Make sure you scout the building first, and not just once. After scouting a building for the first time check the intelligence to see what percentage of it has been scouted. Most lower-level buildings will need to be done at least a couple times, while all of the townhouses I've seen have needed about four trips. Don't try to break in unless you've got it at least 90% scouted.
Beyond that, train your thieves' stealth rating up to five stars (two or three training sessions) and stay away from places with high security - I usually avoid anything rated over 50 on the intelligence screen.
Finally, something I only started doing the last time I began a thief character: send more than one thief to break in. Select two thieves and send them both at the same time, because I'm not sure if sending them individually will work properly. Two thieves with five-star stealth on a fully scouted building has yet to fail me.