Hint: Nocternal's Cown:
After you complete the last quest of the Thieves Guild, the Gray Fox will give you the promotion of Guild Master, and the Nocternal's Cown. Nocternal's Cown will let you see living things as energy even through walls. Note: When you equip Nocternal's Cown, you are the Gray Fox -- when guards see you they will try to arrest you. Nocternal's Cown also lets you carry more items and increase your Sneaking skill.