I read a great blog by Troy Hunt frequently. He is an architect and MVP over at Microsoft, he typically talks about security. He recently sent out a quick tweet regarding locking your computer. After the tweet regarding what to do when someone does not lock their screen.
I love some of the options. One favorite was to set the wallpaper as a screenshot then remove Icons and toolbar. There are a few that you should not follow that will probably leave you wanting or needing a new job.
Funny enough I have done a few of these in