Locke's special command is steal, which ranks somewhere in the middle of the pack of Final Fantasy VI unique abilities, in that it's something that some people will really like and some people won't ever find a use for. Some really like stuff like Runic or collecting all of Gau's rages. Myself, I never use Blitz or Morph. I have friends who are absolute kleptomaniacs when it comes to RPGs, and so Locke's always in their party a'stealin.
Locke's steal algorithm is pretty simple.
So, the best way to steal is to have Locke at a high level, the monster at a low level, and equipping the Sneak Ring relic. This...well, you didn't need the algorithm to figure that out, but this page is more complete this way.
Capture is pretty much the same thing, except that you deal damage. It notably negates the special effects of weapons like Illumina, Valiant Knife, Soul Sabre, and the Atma Weapon. So, you can use the Thief Glove in conjunction with the Offering, but it negates a lot of the reasons you'd use the Offering with Locke in the first place. And, when you're stealing with the Offering, or the Master's Scroll in the most recent translation, it'll sometimes say you stole more than one item from one enemy, but don't listen to Ondore's lies! It's just a fluke.So that's how to steal. Now, what are some of the things you can steal? Well...
So stealing can get you doubles of some of the games most powerful equipment and an endless supply of grade-A healing equipment. You might be wondering what the benefit is of stealing something in the second to last boss battle, even the two strongest weapons in the game. Well, it used to be just to say you could, but now with Final Fantasy VI Advance there's an aftergame dungeon ;)