Your rogue sneakily enters an unguarded house in the dead of night, pickpockets a drawer next to a sleeping patron and opens it. Ruffling through all the goodies inside, the person sleeping on the bed awakens and calls out for help. Somehow, despite closed windows and doors, and despite there being no guard on the street for 2 blocks, a guard magically appears at the entrance to confront you. Upon initiating a fight, suddenly 5 more appear.
Something I think I'd appreciate in P.E. is, aside from summons or other magical means, I don't feel enemies should spontaneously spawn anywhere. I'd also appreciate it if information traveled in a believable manner - for example, instead of having guards who are super man and can hear a cry for help from miles away and instantly travel at the speed of sound to the location of trouble, have guards who only hear things within earshot. I'd much rather see someone whose house is getting robbed run out the door for dear life yelling for help till they got to the guard station or found some guards to help.
Instead of a failed pickpocket resulting in a save and reload, don't ever tell us if it's a success or a failure. Simply have some people be a little more subtle... since you're clearly too much for them, have them simply walk to the nearest guards or guard station and report it. Some will turn to let you know you've been spotted and confront you, return it or pay the consequences (be it them fighting you or friends). Have some illicit all the NPCs in proximity to mob you and your party "Hey, this guy stole my coins!". A little diversity in the reaction to being robbed would be nice.