Just thought I'd offer up this little detail that seems to be missed by most walkthroughs:

If you want the skull key (gives lockpicking bonus) without killing or stealing from Mauri, talk to him in the pub after you've spoken to that guy who runs off in the sewers, but *before* you speak to the Thieves Guild woman. Do not talk to her. You can run right past her, but don't talk to her. Not even once. Go straight to the pub, and Copper will ask Mauri about where to find the guild (despite having already been there)... and Mauri will simply *give* you the key, ostensibly to sell it to the guild for him.

But it really doesn't matter if you never sell it.

That's interesting, I didn't know that, thanks!