I used to at work. We had a lock board with door knobs and various padlocks to practice on. Some guys used to get sent to various surreptitious entry courses run by various agencies and Civ companies to learn to pick locks, hot wire vehicles, etc. I have a buddy who worked a shim technique for German door locks which are notoriously hard to pick. I want to say he can effect entry in about 3 secs if the door hasn't been double locked. If it has then it's easiest to use ECT or a 12ga lock pick.
I was actually just watching a couple youtube vids by a guy who calls himself the lockpickinglawyer or something to that effect and thought about buying a set of tools and getting back into it. You might want to check those vids out.