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Stealing vs. Digging
Stealing vs. Digging
Stealing vs. Digging
Which gains experience points faster?  My digger also has a little thief training, and right now I just want to level him as quick as possible.  
I'm assuming you're talking about drop-down stealing, cause stealing from people definitely won't be fastest. Based on some numbers I just ran this morning, it appears that drop down stealing will give you more experience than digging until you get to luck~=72. There are more variables than I can account for though, such as whether you're on TA or not (if so, go to dark district), boat level, carrying capacity, how quickly you click (ie. if getting killed by monsters is annoying you because you've been stealing and are at 10% health all the time, then go dig). Oh, and you'll only see good experience when you have a successful steal, so steal in the dark district, and you'll need to get to level ?40? to have the maximum success rate (I did a study in the fighter district, not the dark district, so I don't have an accurate number for you on that). 
Digging in the long run....so far..
I can add some potentially useful information to this.

I asked myself that same question when Prospector was at level 40 (153 luck) and he was overloading on tin and iron so much that digging was pretty much unbearable.  I did 1000 dig clicks and 1000 steal clicks and compared the results.  These were actual "Dig" and "Try to Steal" clicks, excluding the overhead of selling the goods, etc.  I repeated those same two tests today with Prospector at level 59 (218 luck).

Here are the results:

[pre]

Level                  40          40           59           59
Luck                  153         153          218          218
Action            Digging    Stealing      Digging     Stealing


Clicks
              1,000       1,000        1,000        1,000

XP
              3,784,113   3,016,982   33,425,071   21,233,241

Silvers
         4,375,360   1,242,787    7,609,686    1,371,686

XP/Click
         3,784.11    3,016.98    33,425.07    21,233.24

Slivers/Click
    4,375.36    1,242.79     7,609.69     1,371.69
[/pre]

Sandy