Apple provides an easy way to lock your desktop when you go for coffee. To set it up:

  1. Launch "Keychain Access".
  2. Open Preferences from the "Keychain Access" menu
  3. Check the option labeled "Show keychain status in menu bar"
  4. (optional) While holding the cmd-key, click and drag the menu item over to the far right of the menu bar for easy access.

Enjoy!