You might also look at some more modern sources for inspiration. The first is the Shadowrun game. The second is the Mission Impossible TV series. Both settings require complex planning to achieve the team's objectives. You might also look at "It takes a Thief" and perhaps "The Saint".
I mention this because just running rogues through a bunch of "pick the lock, disarm the trap" scenarios lacks drama. This lack of drama is what made me loose interest in the Thief computer game. Locks and traps without some sort of time or combat pressure are easily bypassed.
Also, don't forget to run a defensive scenario once and a while. That way your thieves can place traps throughout their lair and lead potential attackers through them.
