Where can I raise my pick lock skill?

The Plane of Tranquility (requires min level 46 to enter via the teleport stone in The Plane of Knowledge). In the first room you zone into you will see a stone table with a floating book  above it. This is a locked object and can be picked repeatedly to skill up with no minimum skill requirement.
If you are below level 46, or on a progression server alternately you can go to Befallen or the elevator in Paineel are also good locations.