Weapons
Knock 'em out
Aside from your sword you'll have your trusty black jack at your disposal. It's basically just a short handled club, and you'll use it to knock your foes unconscious. The downside to this weapon, like the sword is that you actually have to get up right next to the enemy to use it. An additional flaw in the weapon is that your enemy must not be aware of your presence for it to work. If the guard knows you're there, then, well…the blackjack doesn't knock him out - it just makes him mad. Blackjacking guards does have its benefits though. The main one is that it's a very quiet way of taking out enemies. It's highly unlikely it will draw the attention of other nearby guards, whereas if you backstabbed or shot a guard in the back they tend to scream.

Lighted areas are a problem
Pin Cushion
Your bow supports a whole slew of various arrows. Of course your primary arrow is the trusty, sharpened broad head arrow. This is your basic arrow, used for attacking enemies and penetrating armor. They're not very powerful though - even if you hit an unsuspecting guard they don't always die. Hitting a guard who knows you're there is even more frustrating. It can take over FIVE arrows to kill an alerted guard. However broadhead arrows are also the cheapest arrow you have available to you.

Water Arrows Quench torches
Not just to cool off
More interesting is the water arrow. As the name suggests, the water arrow is used primarily for splashing a little H20 around when you need it. Usually you'll use them to quench torches so you can create more shadows to sneak around in. Don't try firing water arrows at enemies though; they do no damage whatsoever. It's kinda funny to shoot a guard in the back of the head with one anyway because they tend to just sit there and say "huh? What was that?" Note that you can combine holy water with your water arrows in order to make a special weapon against undead enemies. To an undead monster, holy water arrows are basically acid tipped death missiles. Nothing works better on them except for flame arrows. You can even use water arrows to clean up blood stains from your attacks on enemies (if a guard finds a bloodstain, they can be alerted to your presence) You'll find yourself carrying almost as many water arrows as broadhead arrows because of their extreme versatility.
Burn baby, burn
Fire Arrows are as close to a rocket launcher as you'll get in Thief. For one thing, these powerful arrows don't fly in an arc as do most of the other bolts you shoot. They travel in a perfectly straight line until they hit something. At the point of impact the fire arrow creates a small explosion, damaging anything caught within the blast radius. When a regular sharp arrow just won't do, rip out of these powerful missiles. They'll definitely make an impression