Picking locks isn't just for spies and burglars. It's a skill that can always come in handy, whether it's to get in your house after locking yourself out or just to show off to your friends at a party. Sure, you can improvise picks out of whatever hairpins or paper clips you have on hand, but to pick locks in the widest variety of situations, it's a good idea to make a small lock-picking kit. Ideally, your picks should be stainless steel, as paper clips and hairpins often are.
A tension wrench is the backbone of the lock-picking kit. Before you even put the pick in a keyhole, you'll need a tension wrench to apply slight pressure to the bottom of the hole on a pin tumbler lock, which is the most common type of lock used on house doors. Remember, when you're picking a lock, apply this pressure in the direction you'd turn a key, and err on the side of putting too little pressure rather than too much. If you have a bobby pin, you can make a tension wrench by simply bending the entire pin into an L-shape. Any small piece of strong metal can work similarly; you can even make a tension wrench from a windshield wiper.
If you don't want to purchase a hook pick, you can easily make one by separating the two sides of a bobby pin, removing the rubber from the tip of the straight side, and giving it a slight bend at the end by pulling it while it's in the lock. You can then bend the crimped side in to make a "handle" to manipulate the hook pick with. Use the hook pick to feel each individual pin, and pick the stiffest pin first.
The hook pick is used for picking individual pins at a time while the tension wrench turns the "key," but if you can use a rake pick on a lock, it's often faster and easier. A rake has several crimps in it, so instead of adjusting one pin at a time, you can massage the rake in the lock in a sweeping motion to adjust the pins. This works best when the pins are the same size. To make your own rake pick, straighten a large paper clip, then use needle-nose pliers to add two crimps to the end of the wire. Fashion the other end into a handle.