The best place is when you are doing the rogue quest in Stormwind. You'll need to visit Lake Shire in Red Ridge Mountains, and the quest is to get a thievery certificate out of a locked box. Around it are 5 practice boxes, and they respawn incredibly fast. The only danger is that they are boobie trapped, either hitting you with rat nova (not much of a threat, just funny), or frost nova (doesn't hurt too much, and you can still pick boxes while frozen).
You can probably max out your locking skill on the boxes, and then grab the certificate.