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>Gengar
A ghost type is pretty much necessary if you're planning to be a thief for their phasing ability, and Gengar is the apex predator of sneaky little shits. Being able to hide in people's shadows, including your own, is a damn useful ability.
>Greninja
I'd envision Greninja as being the Pokemon at your side during a heist, a Pokemon quick enough and stealthy enough to have your back while remaining unseen. Plus, I bet he could strangle the shit out of some guards with that tongue of his and pull the bodies up into the ceiling
>Kecleon
Another obvious choice for their ability to blend into their surroundings, and probably a good fit for working in tandem with Greninja.
>Sneasel/Weavile
If you're working the assassin angle in addition to being a thief or all-around scoundrel, I can think of no better fit than a Sneasel. Those claws are deadly, and with their massive speed they could easily get in, shank a taffer, and be back out again before anyone has a chance to react.
>Roserade
Any thief or assassin has got to have a Poison-type at their beck and call, and I can think of none better than Roserade. It just has a certain sense of style that makes it seem perfectly suited to a career like that. Sleeping Powder will definitely come in handy, and you could probably harvest poison from it to use yourself.
>Mr. Mime
This might seem like an odd choice, but I think Mr. Mime would be an excellent Pokemon to have. He's perfect for distractions; after all, who's going to suspect a cheerful looking mime is actually an accomplice to murder/grand larceny? And if it comes to a getaway he can cut off anyone pursuing you with invisible barriers.
