So, playing the 360 version (can't mod), I discovered a pretty easy way to level a rogue...
Find someone that trains something you want to use (I picked the Archery Trainer in the Thieves Guild) and pay them to train a few levels. Then pickpocket your gold back.
Rinse. Repeat. Level.
I went from level 14 to level 30 last night in a couple hours, and now my Pickpocket is 100 and my Archery is 60-something.
