The man who collects scraps in the Weapon Shop will sell you the Sneak Glove for 129,000 Gil. You can know you are far enough into the game to excavate it if you try and re-enter Midgar and there is a man standing there, wondering where he lost his key, was it on that camping trip (yes, it fell out of his pocket when he was sitting round the fire while camping in Bone Village with his friends).
You will need to excavate the Sector 5 Key from Bone Village (choose to search for 'normal treasure', the Key is usually located near the burnt out fire on the upper left of the screen). Make sure you purchase the 'Sneak Glove' Accessory in Disc 2 as soon as possible when equipped, it makes stealing easier. But it can pay off handsomely as you can steal equipment which is over-powered for that point of the game. Using the Steal Command can be frustrating, as it can take a large number of attempts in order to successfully steal.
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