ProTip: Don't carry a set of lock picks in your carry on luggage. Having attended a lecture where, as part of the experience, people got a simple set of lock picks and practiced on various locks. At least one of those people reported having their lock picks seized at the airport (San Francisco) on their way home.

That said, its a really good way to practice fine motor skills. And practicing can be kind of therapeutic as it gives your hands something to focus on.