Is it possible to raise the thieves guild without doing the Nightingale questline? Because I have been doing a lot of quests for Vex and Delvin, but it seems I can't get the special quests. Is there anything I can do to change that, or do I have to deliver the lock pick thingy back? And does it matter what quests you do, if you don't have to deliver the lock pick back?
If you are just looking to do the special takeover quests for Delvin Mallory that give the Thieves' Guild back its old prominence and control in the major holds, then yes, you can do that without completing the main Thieves' Guild questline and giving back the Skeleton Key. You just need to have done five of the Delvin/Vex quests in that hold (any hold they give except Riften), and Delvin will mention the special quest when you next return.
If you are looking to become the full-fledged Guildmaster, then you will need to not only do those special quests, but also complete the main Thieves' Guild quests, including giving up the Skeleton Key.
You have to do the Nightingale questline in order to become the guild master. What it entails is to return the skeleton key (lock-pick thingy).
Once you have done that complete 5 special jobs in the 4 major holds (Windhelm, Whiterun, Solitude, and Markarth).
In order to do this you need Delvin and Vex's jobs in the 4 major holds. You need to complete 5 of them in each of the 4 major holds.
Once all of this is done you have restored the guild to its glory. HTH