One thing I like to do is enable user switching, so it shows your login name in the menu bar, so when you move away from your desk, you just choose show login screen and you get the funky 3D cube rotate. When you get back to your desk, type in your password and you get the funky 3D cube rotate back to your desktop.
Makes your co-workers go crazy the first time they see it ;0)
pac
No need for any widgets, there is a "locking" feature already build in:
To enable this feature, open the utility "Keychain Access" and check this option inside its preferences:
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