1. applications>utilities>keychain access
2. keycahin access preference
3. go to general tab, tick "Show Status in Menu Bar"
now on status bar click the lock icon to lock your screen
This. Works a treat, and you could probably assign a key command to it.
activate the fast user switch under accounts in system preferences and lock your Mac thru the user icon in your menubar
or, if you use alfred.app (which I always advice to use) you could simply type "lock" and hit return (no need of the powerpack for that, you could simply use the free version)
after a cube animation, Mac OS X will go straight to your login screen without logging out.