Just got a MBPr and I wanted a solution to lock the screen that's similar to the native one (CTRL+SHIFT+EJECT to turn of display). Here's the best solution I came up with, assuming you don't mind remapping your F12 key.
Install KeyRemap4MacBook. Select option to remap F12 to Eject.
This will sleep the display all in 1 key combo (for me, CTRL+SHIFT+FN+F12) which I think is the simplest/fastest solution. You can also setup a key combo to disable the remap temporarily if you need the F12 key.
i just use the display sleep keyboard shortcut already mentioned and it works wonderfully for me. it takes a split second to press. no need to mess with scripts or apps and much faster than calling up spotlight and launching an app/script.
hot corners works too. you can set it to require password after 5 seconds instead of immediately so you dont have to enter your password if you accidentally trigger it.
Just thought I'd add my 2 cents to this old thread.
I suspect those that couldn't get Ctrl+Shift+Power to work need to ensure that "Require password _immediately_ after sleep..." in Security settings is checked.
For me on my 15-inch retina, ctrl+shift+power (instead of eject) did the exact same thing as ctrl+shift+eject does (display sleep, no screensaver or computer sleep). \o/
I initially thought ctrl+shift+power wasn't working, in the same way that ctrl+shift+eject works on my external keyboard, but have since realised that i need to hold down the power key, for a fraction of a second, rather than just tapping it.