I'd have to agree with Chucklz here. You'll want to start out with a kwikset deadbolt. It's best to start off with something simple, so you can learn how to feel if the pins are set or not. Picking spool pins is just a refinement of this sense of touch.
Also, are you sure you are picking the lock in the right direction? It sounds like the pins could be all truly set, but the lock might not open that way. Trust me, I've had that problem before.

If you are picking it it the correct direction, then yes, there probably are spool pins.