I am running a new game and one of the character's is a thief. I am wondering how to give him interesting abilities beyond stealth or lock picking. The other players get to look forward to developing new powers and abilities as they level but as far as I can tell the rogue type classes basically just get better at their skills and their are really no special abilities associated with the skills.

Core-exxet wise you can use your "stealthiness" skill in combat.

Try Elan. I like to use Elan for non-Psychic/Mystic/Domine characters because otherwise, they feel bland. Even though most of the world hates magic and such, and it is uncommon, a player who doesn't dabble in it finds himself falling behind others.

Well...in my games I've applied a customized system for poisons which makes them much more proficient.

A thief has no difficulty in developing high Hide/Stealth/Acrobatics/Poison abilities. Basically, since the Thief can spend 50% on Attack+Defense and gains +5Defense per Level, the problem is it does not gain a +5Attack per Level compared to a fighter, still thanks to extremely high Initiative, Acrobatics, Stealth and Hide values, a Thief may put opponents at average penalties of -110. Of course opponents defending through supernatural shields ignore the Acrobatics bonus so their penalty is reduced to the surprise one.

To complement the abilities of a thief, if you want it to beat hard, use an Artifact. The Jealous Fang from Prometheum Exxet is very good thief tool if you don't want to design your own toys. Of course stuff like Spika and Carnwennan are even more powerful, but a thief shouldn't get his hands on such tools until a more advanced campaign level.

Oh, and don't forget Theft. On really high values of Theft (like Inhuman and Zen) I would allow a Thief to pick-pocked enemies even during a fight...It must feel great when the Archmage blocks your stab with his unbreakable shield but soon after discovers that his magic isn't working like always and...wait! Where's my Erebuskaikel?!

There may be ton's of fancy methods of employing secondary abilities in combat, but it's up to the master along with the player to find them.