Are there any downsides to killing thieves

You can let him/her get profits, cook food and get a 15% skill-learning boost after sleeping together.

After the Marriage, your partner will ask where do you want to live and you will have the choice of living with them, or if you have a house, live there. If your spouse relocates to a different City from where they originated to live in one of your houses, they may indicate that they wish to become a shopowner to keep occupied while you are adventuring. If this occurs, you can ask them once a day how the shop is going to receive a share of the profits (approximately 100 gold per 24 hours). You will also be able to buy and sell from/to your spouse as would a regular merchant NPC.

Once a day, you can ask a spouse to cook something for you. They will make a Homemade Meal that increases the regeneration of magicka, health, and stamina. If you sleep in the house with your spouse, you will get a temporary bonus called, 'Lover's Comfort' that boosts your rate of skill-learning by 15% for eight hours.

— Wikia - Elder Scrolls V: Skyrim - Marriage

If any, watch out for the following two bugs:

• A bug can occur during the wedding ceremony at the Temple of Mara. After Maramal pronounces the player and the player's NPC of choice married, the NPC may start walking toward the temple's exit before Maramal is done speaking and player can move. If the NPC leaves the temple before the player can speak to him/her about where they will live, then the NPC will disappear. They will reappear if they are part of a quest, like Ysolda in "A Night to Remember". However, after you say "I do" if you exit the speech and click on your spouse fast enough before he/she walks out the door, he/she will not disappear. But even if you tell them to move into your house they may or may not actually be there. They will be at their prevous house instead.

• A bug can occur in which a scripted NPC interrupts the wedding if you choose to wait overnight in the Temple of Mara. For example: the priestess of Azura might make you miss your wedding if you recently complete the Azura's Star quest. What results is that you miss your wedding, but still have the option to make it up to the other person.

— Wikia - Elder Scrolls V: Skyrim - Marriage

According to the UESP, the town will still act as if that person has died, unless you resurrect them extremely quickly after they died.

Unless you use this command the instant the NPC is killed, the game will still register the target as "Dead" and they will subsequently not be mentioned in dialogue and sometimes specifically referred to as "Dead" during a quest. Adding a tag of "1" at the end (i.e., resurrect 1) will make the target get up instead of vanishing and reappearing, thus allowing them to keep their equipment. If an NPC's corpse has vanished already, you will also need to enable the NPC. Using this on the player character will not dismiss the "Load last save?" screen, and the camera will behave as if you were still lying dead on the ground. However, if you use the resurrect command before the Loading message appears, the player will revive, but the camera will be centered on the feet rather than the head.

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