A beer thief is helpful but isn't really necessary - I have one and have only used it a couple times. You can take a gravity sample by opening the bucket and using a sanitized object (a glass measuring cup works great, or a ladle) to take out a sample. Generally you should let an ale stay in the primary fermenter for a couple weeks or longer. The only way to tell when it is done fermenting is to take a gravity samples a day or two apart, if the gravity is stable between the two readings, then fermentation is complete.
Primary: Curvaceous AK, Ruinatious Wheat