When I switched from a Windows box to a Mac, oddly enough the thing that I missed the most was the Windows+L hotkey to lock my screen. I tend to work in coffee shops and restaurants a lot, and if I get up to get something to drink or stretch my legs, I don’t like to leave my computer wide open. I know, someone could always go for the grab, but I’m just interested in discouraging the idly curious.
After googling around a little, I found out about the Login Window menu item (accessed through your user name in the menu bar), which is nice. But I was poking around with System Preferences (under the apple menu) yesterday and I came across the Exposé feature. It lets you assign actions (like run the screensaver) to “hot corners” of your display. Now, all I have to do is drag my mouse to the lower-right corner of my screen and the screensaver pops up. Almost as good as the old hotkey!