Want to be able to lock your computer with a keyboard shortcut?
Since OS 8 you can put the screens to sleep using Control + Shift + Eject (⌃ + ⇧ + ⏏).
Here is how you can lock your computer from a keyboard shortcut
1. Open up your system preferences and go to Security & Privacy.
2. Check box to require password after sleep and select desired timeout.
I have mine set to require a password after 5 seconds so if my screens go to sleep while I am right there I have time to wake it up again before requiring a password.
3. Use keyboard shortcut to put monitors to sleep.
⌃ + ⇧ + ⏏