Apprentice: Thieves (but only after discovering the Thieves Underground) or Vollinger
Expert: Poone, Tarant
Master: Sammie White, Tarant (Kensington Park)
This is a master quest you might want to skip. The master bonus is worthless, and doing the quest will lower the reaction rating of everyone in Tarant towards you. But if you really want to do it...
Trade barbs with Sammie, and then keep talking to him until you can ask what he does for a living. He’ll admit to being a pick pocket, and you should then be able to ask for master training. Sammie will tell you that he doesn’t want money for training you. Instead he’ll ask you to take off your body armor and run up and down Kensington Broadway. So do that and watch all the people make fun of you (and earn the reputation of Pervert of Tarant), and then go back and talk to Sammie. He’ll train you as master.