I don't have skyrim yet, but I am playing Morrowind. Probably going to play the same kind of character in Skyrim too.
My Morrowind khajiit (swiftheart) is a bit of a compulsive thief...but not out of greed. See, he believes that everything belongs to everyone. So he usually only takes stuff that's useful to him, or leaves the original owner some of his valuables in order to be fair. Exceptions are guilds that I belong to (I raided the hell out of one of the mage guilds once, because they should really be sharing that stuff with me in the first place!), stuff in outdoor chests (if it's outside, it's for everyone! Why else would it be outside?), if it belongs to a jerk (he probably took it to hoard for himself! Greedy jerk....), or if the thieves guild asks for it (Read a book one time that said that the thieves guild is a group of friends who help each other! Of course I'll help my friends!).
He's also a bit generous. He spends a lot on bribes to make people friendly, and one time, when a bandit came up to him on the road and asked peacefully for his money, his response was "Oh? You want some money? Ok, sure! Here you go!". He also only kills if attacked, or if the guy clearly deserves it. Swiftheart HATES slavers. And cammona tong, those guys are rude and nasty, especially to his thieves guild friends!
Lastly, he's a recovering Sugar Tooth. After spending his youth under the influence (and spending much time in prison for it), and after finally "waking up" during his early days in morrowind, he's trying to stay away from moon sugar. He's afraid to slip back into his days of dreaming and not thinking again. That said, he has a bunch of it in his house (well...the one he's "borrowing" anyway...) that he can't seem to sell, and it's very very tempting....
Is that it? ....Oh, and he has a tendency to skip everywhere (faster than walking). That's pretty much it.