I was apprenticed to a locksmith for awhile before moving back into computers. Picking isn't hard at all to learn, but it's 90% feel so it takes lots of practice. Some locks are easier than others, and some are made to be difficult or impossible to pick.
Once you learn what's involved, you're going to laugh whenever you seem some actor "pick" a lock in a movie or on tv. Annoys the hell out of my wife.
Those are good sites! From what I was told, they qualify as "burglary tools" and as such, are illegal for you to have in your car unless you can prove you're a locksmith. Same goes for slim jims. This is in ILL. anyway. They aren't actually illegal to own, you just can't have them on you outside the house I guess.