I would go enchanting. Think about it.
Illusion would be more based around mage player, and an Archer/Theif/Assassin could use magic, but I think would benifit from another skill.
Pickpocketing would be used more by a theif player. But if your making an Archer/Assassin player combined with theif, then I think it would help, but not as much as enchating.
Enchanting is what I'd go with. You can benifit from this on Archer- You can enchant your bow (I reccamend fire/frost damage or absorb health/staminia enchatment) And your Assassin can also use weapons such as blades and two handed weapons, which would also benifit from being enchanted (I would also reccamend the same enchantments).
So, I would go enchantment based on your Archer/Thief/Assassin character build.