Real men use paperclips.
You can learn the basics of lock picking from a GIF, but for a more nuanced look at the techniques required to actually get a lock open without the key, check out NightHawkInLight's latest tutorial where he uses nothing but a pair of strategically bent hairpins in the process.
The see-through lock he uses to illustrate the techniques make them much easier to understand. It will still take lots of practice to successfully pick every lock you encounter, this is easily one of the best crash courses you'll find online. And you don't need to spend a dime on some fancy lock picking kit either.