As far as anyone knows, there's no such thing as skypirates. The number of airships is not large, and only the wealthy can afford them. That being said, a dragonmarked member of House Lyrandar could abscond with one of them, though he'd need at least one (preferably two) accomplices who also had the Mark of Storm in order to stay on the move 24/7. That character could really be any class, though fighter/rogue would probably make the most sense. Heck, I could even see a ranger with an airborne animal companion, like a hawk - especially if your DM uses favored terrain instead of favored enemy (but would it count as 'sky' or 'ship surface'?)
Train robberies make more sense. Lightning jumpers don't require a dragonmarked character to pilot them, and can travel faster than the lightning rail. I don't know how the game mechanics of jumpers work, but I'd probably require lots of Dex-related checks, perhaps Ride. From that standpoint, elves or other high-dex characters would be good. Heck, a savage halfling on a Fastieth can almost keep pace with a lightning coach; in fact, all the dino needs is +10 to its movement rate and it can run alongside the train without a problem. If dinosaur shoes of speed are too expensive at 3,000 gp, perhaps you can negotiate with your DM for a lower-cost version that just gives the +10 you need. Even if you can't get magic items to make up the speed gap, the rails run on a predictable schedule and it shouldn't be hard to ambush one. A glidewing could do it without magic, but still isn't fast enough to catch an airship. Anyway, I like the idea of a band of Talenta Plains halfling barbarians (war masks and all) jumping off their dinosaurs and onto a cargo car full of dragonshards or other valuables.
When it comes to security and investigative types, rogues and artificers are the only way to go. A Dwarven Artificer from House Kundarak with the least Mark of Warding (fire trap or arcane lock) would make quite a security expert, and could have fun in a cat-and-mouse game where he tries to protect various locations from thefts and assassination attempts. Inquisitives are probably more likely to be rogues, heading towards the Master Inquisitive prestige class. House Tharask (human, half-orc) and House Medani (half-elf) are ideal for these. The Justiciar prestige class from Complete Warrior wouldn't require any house membership; it's more of the takedown man than the investigator, but some feats (Investigation, Recognize Impostor) and skills (Search, Sense Motive) should help. A shifter ranger with the wildhunt ability makes one heck of a tracker, although you'll sacrifice some combat ability. Interestingly, barbarian/rogue makes for a pretty good 'spy-hunter' combination, if that's what you're interested in, since the character will have enough skill points to be an effective tracker, and he's faster than the average character, but will have no problems taking on a rogue in one-on-one (rogue has lower AB and sneak attack doesn't work for either of them).
An occult investigator would probably be a cleric (Silver Flame) or wizard (abjurer or diviner). The character would have lots of knowledge skills as well as the Research feat - think Egon Spengler poring over his tomes to find the weakness of this week's demonic nemesis.
