To add items to what others have said. BOATS(!), Casino deco rares, T-maps, good ore maps, supremely instruments, spell hues, rare cloths, dyes, and phylacteries.
Rare exceptions things lesser are worth stealing. Like band-aids from someone macroing flamestrike at the edge of town and then placing a spell damage rune just outside town in range of them so they kill themselves. Always farms a good chortle.