Too many 4-6 pin barrel and pin or wafer type locks can be picked with two heavy paper clips and a bit of time. You can make a pick for tube locks using the barrel of a pen, a rubber band and short pieces of paper clip or even match sticks. Or just buy some key blanks and impression them with a small round fine diamond file. Or purchase bump key sets or depth key sets for popular locks online. Chances are none of you will be able to comply with the Federal regulation 39 U.S.C. §3002a when ordering but, many hobby organizations do anyway while ignoring it.
As for prima facie, only Mississippi, Nevada, Ohio, and Virginia look at possession of the tools while not a bonded locksmith as intent to commit a crime. The rest of the states look at your intent to determine if anything is illegal. But, about half the remaining states require you to be certified if you are running around with a pick kit or other devices. My state of CA gets you with that and weird rules about vehicle locks.
There are hobby organizations that meet to compete at lock picking. Their speed competitions can be just as intense as a good AH 1v1 with prizes on the line.
If you own the lock in question or have permission from the owner of the device to pick it, all is fine. Picking someone's lock\property without permission is breaking the law. Be careful gents.
