1. Yes, you can F up a lock in a # of ways picking it w/ any form of pick, if you are inexperienced and hell even the pro's screw up locks once in a while. For instance small Master pins sometimes fall into the bottom of a keyway when a lock is picked open and turned 180, springs can be collapsed/broken, etc. etc.
Thats why the first guideline of LockSport is *"DON'T pick locks that don't belong to you"*
2. No paper-clip picking is no substitute for real picks, the feedback is atrocious. You can make a better pinch set from a bobby pin and your girlfriends under-wire. But the best bet for homebrew pick material is .022 (or so) shim stock, or high carbon hacksaw blades (for picks) and street sweeper bristles or windshield wiper inserts (for tension wrenches).
http://www.youtube...atch?v=-RoE_xu4PeQ Just remember getting busted w/ picks on you whilst splorin' can get you an ass raping from the system.
In the US you get at the least possession of B&E tools added to your trespass (although you're more likely to get automatically assumed B&E because of the tools) and in some parts of Canada any possession of pick tools is illegal.