Migthyena, Lombre and Kecleon learn Thief by level up... Granted, they are NOT the best pokemon around, but with a bit of EV investiment, they can survive at least one neutral attack (Ludicolo is the best one!) and Thief the opponents item... if your team is very good, you can bring two pokemons with Thief and steals two items AT THE SAME DAMN TIME... Not really...
And for whatever reason, no pokemon learns Thief by breeding...
...okay...