I work with the police quite alot, as this thread is going down hill rapidly I can quite confidently say that lockpicks are not illegal items, they certainly wont be returned if confiscated and will be most likely frowned upon.
Certain items, by law cannot be returned like guns, explosives, weapons stolen currency and these types of tools.
You could be carrying a big bunch of keys and get nicked (the example given is socks (used as gloves - but not quite as obvious), a bunch of keys and a big fat screwdriver) - no signs of lockpicks!!
You need 'intent' and 'intent' is difficult for others to prove as its in your head - basically 'intent to commit burglary, theft or cheat' thats going equipped, this can be from a coke bottle to a slim jim to a full out 'ultimate locksmith tool kit

'
The time of day, location, your previous and the local problems (ie : burglarys with no apparent signs of forced entry) will drop you deeper in the cack.
A legitamate fella going about his business - locksmith or not with a set of picks in his pocket may well be questioned about why he's carrying them. Then its down to the individual copper.
I do suggest you do not refuse a search, this often does not work in your favour.
Regarding the above the police can search anyone - but need grounds. Be polite but if the coppers giving you grief and does not explain why he's searching you bite your tongue and go with it.
I'll explain.. before all the police haters out there get on my case..
Your legal entitlement to a copy of the search record (form 5090) after search explains all police powers, you can get these straight after search or pick up from a local nick (ask the copper what station he works at), they keep them for a year. Its not often practical to fill out a form on the road side. The copper should give you something called GOWISELY - which is grounds, object of the search, show ID if plain clothes, station to which attatched, entitlement to copy of the search record, which legal power used to stop and search etc.... its basically why your being searched.
BUT
Sometimes with certain exemptions no grounds need to be given - this is called a section 60, these are set up if there is a big problem in an area and only last for designated time spans
If you feel like you've been unfairly treated or unlawfully searched then go to the police station and report it to the duty inspector.
Its highly unlikely that you will ever be searched, if your young, with a group of youths in a park with a set of picks, then I personally think reasonable grounds exist to push it a little further to see why you've got them.
So don't be too woried about carrying them. You'll be in far more trouble carrying a leatherman or gerber tool - which is an offensive weapon - then a set of picks..
go onto any police website and all the search information is freely available. Don't bother going into a police station, You'll be in for a long wait normally!! and you'll get the same advice!
Embrace lockpicking for what it is! we all know why we do it, for job, enjoyment, satisfaction of solving a puzzle and just plain showing off to mates

.
Not everyone knows what a lockpick is or what they look like, but you mention the word lockpick and everyones ears spring up and think of catburglars and safe crackers and 'rogues' - we know were not -
Keep up the good work all of us! and lets get back to picking!!!!!!!!!!
you might find yourself down the nick showing the old bill how to pick locks...and the cell doors don't have keyholes on the inside of the door!
