Hint: Arrow Shops
Each shop only has one of the four elemental arrows.
South Quarter AKA Well Equiped Thief: Water Arrows.
StoneMarket Proper AKA Marla: Moss Arrows.
Docks AKA The Undercurrent: Fire Arrows.
Old Quarter: Gas Arrows.

Hint: Easy Lock Picking
For those of you who don’t have the knack to pick lock using the mouse feeling technique, you can use the W, A, S, D, keys on the keyboard (note no key mapping changes) Adjust accordingly if W-run forward has been changed etc.) You still have to press the keys and figure what comes after what but it cuts the time to lock pick more than in half.
Submitted by Invisible Evil
Hint: Fort Ironwood Side Mission Glitch
For the Hammerite and Pagan side-missions, you normally can only fulfill them for one faction or the other. The Fort Ironwood graveyard mission can be glitched slightly to gain the benefits of boths sides (although the faction meter only aggregates for one faction only).

You get the Fort Ironwood graveyard side-mission after clearing the Clocktower mission and getting the Keeper Enforcers on Garrett's tail in the Old Quarter. Head to Fort Ironwood (it's easier if the Hammerites are already allied with Garrett) and enter the graveyard behind it. There's a Pagan Cornerstone in the graveyard that can be "mossed"; find it near one of the columns (pagan cornerstones only appear on 90 degree corners) by the back wall of Fort Ironwood. This will accomplish the Pagan's part of the side-mission.

Assuming you did not go past the archway under Ramien's place in Old Quarter (leads to the Docks and Shalebridge Asylum) before doing the above, you can go there now and locate a small sewer tunnel where a Pagan Shaman would normally be. If the game glitched, the shaman would not be there, but his wand (worth $200) will be floating in mid-air. Grab it be a bit richer. You also get the benefit of the Pagan cemetary ... there'll be an earth crystal near the pagan cornerstone each following night (or the same night, if you reload the Old Quarter map).

Hint: Broad-head Arrows
To get free broad-head arrows, go to the tavern in the Stone Market Plaza where there should be 3 guards, one with a bow, upstairs. Dispose of the guard downstairs. After you do that run down and jump behind the bar, the guards upstairs may come after you but they can't get behind the bar. The one with the bow can shoot at you, so crouch down behind the bar and wait for him to ready his arrow, then stand up for a sec and crouch back down, he will fire his arrow into the bar and you can claim it. Repeat this to get full broad head arrows.

Hint: Metal Age Nightvision
Although shadows are important to hide Garrett, sometimes it can too dark to see while hiding. Crank up the Gamma/Brightness correction in your options menu to see the surroundings while remaining hidden.
Hint: Factionalism
By day 3 (after meeting with the Keepers the first time), players may choose to ally with the Hammerites, the Pagans, or both by doing them small favours. Allies are helpful since they will not attack you, and allow you to hide in their turf when you flee the City Watch (who you may never ally with).

Befriend the Hammerites by locating and destroying the large cockroaches that inhabit the city. For each one you destroy, you increase Hammerite friendliness by one point. You also befriend Hammerites by destroying any undead using Holy Water or Fire Arrows. This may take a little while, but the beetles are easy to find. Undead are even easier to find, but you may need to stock up on fire arrows to deal with them adequately.

Befriend the Pagans by locating green stones with the mark of the Trickster or by locating the elemental archway in the Pagan turf and firing a moss arrow into the target. The green stones are harder to find early in the game, so the elemental arch is a much better choice to befriend the Pagans. Simply shoot any one of the four purple nodes on the arch with an elemental arrow. Consider using moss arrows for this purpose; you can fire as many elemental arrows into the Pagans' elemental arch as you can afford to immediately ally them with you when the opportunity arises.

Moss arrows are more plentiful as you pick up many in the city; more if you don't use them. You can save your fire, gas, and water arrows for your missions.

Final Note: Killing, blackjacking, or looting from the Hammerites or Pagans will decrease your standing with that faction.
Hint: Item Maximums
Gear and items are bought to be used in Thief 3. Don't go to great lengths to save items if you think they can help you stay alive and undiscovered, but don't waste them on lone guards or civilians who cannot fight back.

On normal, the maximum gear Garrett may carry is:
Health Potion = 10
Broadhead arrows = 30
Noisemakers = 5
Water Arrows = 25
Moss Arrows = 20
Gas Arrows = 5
Fire Arrows = 15
Flash Bombs = 20
Explosive Mine = 5
Gas Bomb = 5
Oil Flask = 5
If Garrett proceeds to pick up another item when he is at maximum capacity, the item is "picked up" but is not added to the inventory. Be sure you have room before you start grabbing items or you're just wasting hard earned loot!
Hint: Don't Leave Angry
Since the stages are often divided up into separate maps, you find yourself transitioning from one part to the other. If you are being chased by a guard, never leave the map and come back expecting everything to be normal. The guard chasing you will still be there and alerted to your presence. Always make an effort to hide in the same map you are to avoid forgetting that a guard (or party of guards) are waiting for you on the next map.

The map transitions are a good place to hide (they are almost always completely dark). Simply go into the map transition and decline to go into the next section. Garrett will stay in the murky, smoky portal and almost always out of the way of all patrols.
Hint: Free Water Arrows
You can get free water arrows in the training mission (which carries over to your subsequent missions) by waiting by the douse the torch exercise for water crystals to keep respawning. Before you leave the Blue Heron Inn forever, you may want to take your fill of 25 water arrows, which will go a long way in helping you keep shopping costs down.