
Don't get me wrong, Lockpicks are good. It's probably a good idea to buy them as Wendy, Sefina, and "Skids", and even Jenny might consider them.
They're a very welcome addition to the card pool, as the Rogue class previously had a severe dearth of investigation options. With Lockpicks, they at least have something, even if they do have to spend XP for it.
However, a couple things must be said against them. Lockpicks are both expensive and slow. The fact that they exhaust every time you use them is a really hurts. In solo play it's not quite so big a deal as lots of locations only have one clue. But if you're playing with, say, three players and you need to clear a 6-clue location? The once-per-turn limit is going to make Lockpicks extremely slow.
Even more critically, with Lockpicks you're still only getting one clue per action. That's why I think this card is nowhere near as good as something like Rite of Seeking. Being able to pass investigation tests more reliably is good, and that's why I often do run Lockpicks. But a really excellent investigation card would let you get more than one clue per action, and Lockpicks doesn't do that.
Once you hit Expert difficulty, Lockpick's charges will start running out, but on lower difficulties I'd imagine they stay in play for quite a long time.
Since Lockpicks can get you a very large modifier, it can be nice to use Double or Nothing with them as a kind of janky Deduction. This can help alleviate the tempo issue I mentioned earlier.