In a true emergency, a lockpick would be my last resort. If I was trying to get into something in an emergency, I would simply break in. Even with extensive training, picking a lock is a slow, delicate process. Experienced locksmiths often must spend more than a few minutes working on a lock, and sometimes it takes 15 minutes or more to pick a difficult one. A hammer, a pry bar, an axe, or a brick would be a much more effective "entry tool" in an emergency.
Include a lockpick set in your PSK if you desire, but one really isn't necessary unless you're a criminal, or you are prone to locking yourself out of your house. If, however, you are an experienced locksmith, then by all means put one in the Kit.
If you are determined to own a pick set, I suggest making your own, as they are hard to come by in certain areas. Find some thin lengths of spring-steel and grind them to the various pick shapes. For some examples, use google image search to find "lock picks."
TheSurvivalist