Make sure you check your local regulations before carrying this stuff around. A crooked cop could potentially arrest you even if you have no intent to do anything illegal with them.
I wouldn't want to have these things in my pocket during a stop-and-frisk. I have a basic set, but it would never leave the house.
I don't think mere possession is usually a crime, it's tied to the intent, which is more subjective. But if mere possession constitutes breaking the law then the 'crooked' label would be inaccurate.
Inchoate offenses [1] are pretty interesting in general - I'd like to hear LockPickingLawyer's take on it, if he hasn't already posted something interesting about it (please link if so).
In some states, specifically Ohio, Nevada, Mississippi, and Virginia, possession of lock picks is considered prima facie evidence that you intend to commit a crime.
