In regards to current job abilities, I only have two complaints for THF.

Mug: Should also be able to use it on NPCs.
Steal: Should also work on AH. Let's face it, a Pyrosoul Ring is just too expensive nowadays.
Flee: After committing a crime, who escapes by foot nowadays? Flee should summon a getaway chocobo and last at least two minutes.

We need two new JAs!

Robbery: A more effective version of steal that works on NPC vendors with poor security personnel and no video cameras.
Grand Larceny: Available at lvl90. Stealing, pickpocketing and mugging are for noob THFs. It's time we start aiming bigger.