locking it will do nothing. if they want it, they'll go in. i use zip ties. they can cut them just as easily as they cut the luggage locks. but they are cheaper.
i have never had anything stolen from my baggage (knock on wood) however the two times i used locks, in 07 and 08, they were missing upon arrival. so, someone was cutting the locks off, and going through the bags. but nothing was ever missing.
after that, i just started using zip ties.