DragonRider outlined this nicely in an earlier thread. I'll just quote him to start: In the same way that you are currently prompted whether you want to bash open a chest, maybe if you have lockpicks, you can be prompted before using it on a chest or door, with a choice of [pick; bash/kick; do nothing]. Another option would be to have a toggle that can be set to auto-lockpick. Or, if you wanted a more fine-grained control, a toggle for auto picking doors, and one for auto picking chests. I appreciate the devs' desire to keep things simple, but I think this would be a really worthwhile addition that would eliminate a frustrating aspect of gameplay.
Nicholas said it would eventually change so that if you have the skill, you just unlock everything (instead of spamming the skill for unlimited lockpicks)
But for characters who don't pick that skill, they have to manage their lockpicks carefully. Managing lockpicks right now consists of dropping them before opening a door, if you don't want to waste a pick on the door. This does not seem ideal.