Frame lock that can lock without key inserted
You should note that non-key-retaining locks that don't involve a separate lock-actuating lever are susceptible to shimming.

Before buying a lock, you should always google or YouTube search to see if your lock can be easily shimmed or bypassed. 

Ps I would not worry too much about picking unless it's a tubular lock, as most thieves will prefer to use physical force (cutters, grinder) as they are much faster (5-30 seconds) than picking (1-5 minutes in ideal circumstances; 3-20 in non-ideal).