"For the next task, I need you to learn how to climb a lattice. Like a man-spider, you know?" ― Vinny
The climbing gloves are one of the most useful tools in the game. Presumably, their palms are fitted with special material that makes gripping surfaces a lot easier. Many of the houses have vines growing along their fences, or lattices up against their houses, giving the thief many shortcuts around their properties. Additionally, a few houses have gutters that can be climbed with enough skill.
It should be noted that while many yards can be climbed into, not all yards have a way to climb back out, meaning the thief will have to find another way to escape with his loot. The best example of this is 202 on Richie R. Street, where the thief has to climb over the fence to get onto the property, but has to leave via the car gate.
Climbing over a fence just as a pedestrian walks by is also a good way to have the cops called on you.