There are a ridiculous number of ways to achieve your tasks.

Say, for example, you want to get into a backroom area of a wooden shop, behind a locked wooden door. However, the shopkeeper is at the counter. There are several ways of approaching this.

1. Violence. Kill the shopkeeper and take his key.
a. You can do this yourself with the massive arsenal the game has.
b. You can pay an NPC to do the killing.
c. You can aggro an NPC and lure him into attacking the shopkeeper to start infighting.
d. The Bartender class can create a Cyanide cocktail and hand it to him.

2. Break in when the shopkeeper leaves. You can do this by making sound elsewhere, as this will prompt the shopkeeper to investigate it. Also options: Using a Boo-Urn or sabotaging the Air Ventilation System.
a. Smash the door with brute force.
b. Lockpick the door.
c. If you're playing the Thief, you can pickpocket the key and use that.
d. Place a timed detonator on the door (Bonus points if it kills the shopkeeper when he comes back)

3. Don't even open a door!
a. Blow up the walls.
b. Set fire to the shop.
c. Use a Wall-Bypasser to teleport through.
d. Break a window and climb through.
e. Carefully cut the window with a Window Cutter and walk through.

4. Even non-violent confrontations are possible.
a. If the shopkeeper is made Loyal through any means, you can just ask for the key.
b. Shapeshifters can possess the shopkeeper and use his own key to get in.
c. Doctors can chloroform the shopkeeper and steal the key.
d. Cops can arrest the shopkeeper and also steal the key that way (You might lose some XP if he's innocent though).
e. Playing as a Shopkeeper allows you to buy the key directly.

And those are the options for only a single building! It's entirely possible to beat the game through a pure violence strategy, but it might not go so well if you're using a more fragile character. Through manipulating NPC relations, making sounds, and utilising character skills, you can approach situations flexibly. And hey, if things go bad, you can always fall back on your fists.

Also see: Custom character creator with whatever skills and items you choose, mutators and multiplayer for added chaos, and the ability to remove skills and items from the pool if you don't think they'll benefit you (with no penalty!)