A Rogue character that wants to continually steal when in town can be as annoying as a Paladin that continually wants to kill anything that detects as evil, a Cleric that continually wants to convert anyone to his religion, a Fighter that continually wants to start a fight to put his abilities into highlight, a Ranger that continually wants to eliminate any specimen of his favored enemy races, a Druid that continually wants to erase any sign of civilzation to restore nature...
These are extremist types of characters, which can be played decently if they fit with the rest of the party which means that all players agree.
When there is a problem like this is because the players don't agree, one doesn't want to change his mind about playing the character, and the others don't want to change their mind about not having such a character with them. Probably everybody's fault.
There are certain behaviours which are very hard to accept, and IMXP these include:
- betraying the party
- physically attacking another party member
- stealing from another party member
In our group we know that we can't play successfully these kinds of thing, so we just promise not to do them. Just because we can't cope with them it doesn't mean that another group couldn't be fine instead.
Commenting the specific case of a thief who steals from NPCs.
1) The more it is done over and over, the more it changes from fun to boring. Obvious. But keep in mind that ANYTHING is subject to this. So if your Rogue player is doing it too often, just talk with him and tell that the others are getting bored, don't ask him not to do it anymore, but rather ask him to try doing it when it's really a cool moment to do so.
2) The DM should sometimes take the opportunity of using the Rogue action as a trigger for some interesting event. Every other time, when the DM thinks it's not a good opportunity, just don't give the theft any spotlight at all.
For instance, if the Rogue wants to steal some coins from each and every bartender... don't even bother with requiring a Sleight of Hand check. Just let him succeed, spend a sentence at most on the event ("You manage to steal 3cp from his pocket") and MOVE ON.
If you instead everytime go through the pick pocket checks, the bartender calling the guards, the arrest, the trial, the jail, the jailbreak, the runaway... Just DON'T do it, let him succeed for no real prize!