I think it's quite useful if you are using the computer in the office, and always want to lock it when you are away.
The easiest shortcut: Press Windows logo key + L
Or, you can create a shortcut on your desktop.
1. Right-click the desktop.
2. Point to New, and then click Shortcut.
3. The Create Shortcut Wizard opens.
In the text box, type the following:
4. Click Next.
5. Enter a name for the shortcut. e.g. "Lock Workstation"
6. Click Finish.
You can also change the shortcut's icon. e.g. padlock icon in shell32.dll
To change the icon:
1. Right click the shortcut and then select Properties.
2. Click the Shortcut tab, and then click the Change Icon button.
3. In the Look for icons in this file text box, type: Shell32.dll
4. Click OK.
5. Select one of the icons from the list and then click OK.
This is the shortcut I've created on my desktop: