Funny, I think lockpicking in Skyrim is vastly improved over Oblivion's infuriating system. It's basically just a matter of moving the pick around until you find the right spot, then holding A or D (or whatever the console equivalent buttons are) to open the lock. until you find that sweet spot, just tap on A/D a little to "test" spots.
I've actually got the hang of the lockpicking now. I found this video on Youtube that is quite helpful. I've hardly had any trouble since.
(It's for the XBOX 360)