Writing Thesis: Copying from published papers I'm aware that some institutions offer something that is called 'Thesis by Publication' (sandwich thesis) but that's not available to me. I'm trying to work out what pitfalls there may be to simply copying from papers that I have previously published in order to form large sections of my thesis.

The papers that I've published were largely designed to solve major problems encountered within the larger frame of research, so altogether they should follow a single coherent line of thought.

Must one's own work be cited in a thesis? This would be standard when submitting a paper for publication, but there is a stipulation when publishing papers that that work has not been already published elsewhere, and the same sort of thing does not really crop up with a thesis, does it?

Are there any other potentially pitfalls in this course of action?
A general answer for this problem can not be given here with 100%. Here some hints:

The problem you might be running in is called self plagiarism and
   different institutions allow/forbid different approaches here.
If you are planning to write the thesis like this (which is absolutely your right) then: 


It is essential for you to get the guidelines of your university before starting to write (and save them somewhere where you will still be able to find them even years later) 
Check the policy of the journals that you have    published in - most    journals allow to re-use published material in    your
thesis but make    sure to also print out these guidelines and keep 
them.


Checking with the university and the journals (and to have written proof of it!) might save you many troubles later. Because if someone later claims that you commited self plagiarism then you can always cite the official guidelines that were in place at the time when you wrote your thesis. 

You should also check with your supervisor but just having his/her oral Ok might not be enough many years later.