When it comes down to it there is nothing better than manual tools for your Lock pick Set, whether they be retail, homebrew, macgyver style. DIY'ers look here.
Yesterday I was sharpening a paring knife and I decided to keep grinding to make a pick. The result works wonderfully. Just a cheap paring knife you can get at wal-mart. Four in a package for 94 cents. They have a nice handle and it does not seem to deaden the feedback. The hook I made is so thin it fits into a Best keyway and leaves pleanty of room to spare but it's also very strong. I went today and bought a bunch more paring knives, I'm gonna make a paring knife pickset.
I am going to resume grinding tomorrow. I am planning on just making a basic set. The hook I made surprised me. I thought I messed it up but decided to sand it anyway to try it out. I'm glad I did. When you see a picture of it you'll think I'm crazy but it works great.
I started out making auto jigglers with pairing knifes. They grind down almost as easy as hacksaw blades and you end up with a better handle but they are thicker than hacksaw blades. The only drawbacks are more sanding to reduce the thickness and it takes a lot bigger case to carry pairing knifes picks.
dollar store steak knives are good stainless for picks. wooden handles with brass rivets, it may be possible to sand the wooden handles down to a better size for picks.