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iMac and a Microsoft keyboard.
But I found out that ctrl cmd Q will lock the screen, which works for me too.
You can also enable hot corners in System Preferences->Mission Control, Hot Corners... button. There is Put Display to Sleep and/or Lock Screen available.
 
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iMac and a Microsoft keyboard.
But I found out that ctrl cmd Q will lock the screen, which works for me too.

On the iMac, you can also just hold the power button on the back of the Mac for half a second or so. A click does nothing, hold it for long and it forces it off, but just give it a slight hold and then release and it goes into sleep mode.
 
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