Man, Nethack - brings back some memories. I've won once (Wizard) and came close another time (Ranger, who died to Famine trying to reach the final altar)
Decided to go rooting around my old (old, old) posts back on one of my forums back when they decided to set up a Nethack server.
My post, from April 25, 2003:
Ha! Victory! Wizard ascent.
Sadly, I pressed enter while it was giving me my list of stuff (doh!) so I've only got the first screen... but I'll post it anyway.
Goodbye AlStar the Demigod...
You went to your reward with 2627196 points,
Magicbane (worth 3500 zorkmids and 8750 points)
The Eye of the Aethiopica (worth 4000 zorkmids and 10000 points)
The Bell of Opening (worth 5000 zorkmids and 12500 points)
The Book of the Dead (worth 10000 zorkmids and 25000 points)
11 chrysoberyl stones (worth 7700 zorkmids),
7 rubies (worth 24500 zorkmids),
6 diamonds (worth 24000 zorkmids),
4 citrine stones (worth 6000 zorkmids),
4 fluorite stones (worth 1600 zorkmids),
3 emeralds (worth 7500 zorkmids),
3 turquoise stones (worth 6000 zorkmids),
3 amethyst stones (worth 1800 zorkmids),
3 obsidian stones (worth 600 zorkmids),
2 amber stones (worth 2000 zorkmids),
2 garnet stones (worth 1400 zorkmids),
1 dilithium crystal (worth 4500 zorkmids),
1 aquamarine stone (worth 1500 zorkmids),
1 jet stone (worth 850 zorkmids),
1 jasper stone (worth 500 zorkmids),
1 agate stone (worth 200 zorkmids),
...
Anyway, the game tried its damnedest to kill me off, as per usual. Death went down twice due to my ring of conflict, but sadly the alter he was guarding wasn't mine, so I had to go up ageinst another rider... Famine (*shudder*). Well, my luck with Famine being what it is, I got stuck in a corner with him - _STUNNED_ - So while I desperatly tried to hit him with my wand of death (ended up wishing for a new one, thank god I kept two charges on that wishing wand), he killed me _three times_!
Air elementals weren't a problem this game, a combination of conflict, a wand of polymorph and a wand of teleport kept them out of my hair.
I think I owe a lot to starting out with ID, then picking up magic missle soon after. Between those two spells, I was able to overcome just about anything the game hurled my way.
Also helping me a lot was getting a wishing Daemon out of a fountain in minetown (on the way back up) while trying to get the see invisible intrinsic because an invisible nymph kept stealing all my stuff. Got silver scale, which I then enchanted up to +5 with some blessed scrolls and some luck.
Managed to get an extra lifesaving amulet off of a giant spider. That was cool.
Wasted over 30k gold trying to get my natural AC down just _one more point_... stupid alligned priests making it so I can't just kill them and get my money back.
Oh, and I decided that my beefy 100 HPs probably wasn't enough to ascend with, so I used up two cursed genocide scrolls on nurses, getting me up to 160. Still not very much compared with the rest of the ascenders, but it was apperently enough... and now I have the bragging rights (if you can call it that) of ascending the least buff character.
I haven't actually played much since then, although I did take part in the dev/null Nethack Turney in 2007, where I didn't win, but I was one of the first to succeed in their optional challenge (grues!) and managed to get pretty far in the dungeon.
I'm much more a fan of Dungeon Crawl, mostly because you can win without reading up on dozens of pages worth of spoilers. There's also the fact that you're much, much less likely to die to something you had no chance to do anything about (You fall in a pit! The pit had spikes! The spikes were poisoned! The poison was deadly... You die.)
For stealing from shops, you're best bet is to move everything you want as close to the door as possible. Then move everything else as far as possible (put a cursed item on top of everything, if possible - your pet will avoid that square). Then it's pretty much just hoping that Kitty will pick up that diamond or wand or scroll and quickly swapping locations with it so that it's outside the shop.