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I used to steal packages off doorsteps. Too risky though, and now so many people buy mundane things online that you might go through the trouble of snatching packages and all you find inside is a 4 pk of toothbrushes or some cheap auxiliary cable.
Instead I steal luggage from the airport baggage claim. I just drive to the airport like I'm picking somebody up, leave my car idling, then walk into baggage claim. I always take two of the most common looking black bags, incase anybody stops me I can say "oh I have ones just like this, sorry!" but that has never happened before. Usually there are just clothes inside but even then there can be some expensive stuff like suits or jackets. As a matter of fact right now I'm wearing a sweater I found in a bag a year or two back. Then of course sometimes you find electronics, jewelry, cash. Pretty good gig and I've never been busted.