Keychain Access has a setting that allows you to have it show its status in the menu bar. To enable it, just launch Keychain Access, open its preferences, and enable “Show Status in Menu Bar” from the General pane. Doing so puts a lock icon in your menu bar, which gives you options to lock your keychain or your screen.
In Leopard, locking your screen would actually bring up the screen saver. This was poor design for two reasons: (a) the screen wouldn’t actually get locked if you Mac was set to not ask for the password upon resuming from screen saver; and (b) it would still leave the display turned on and consuming power.
This behavior has been changed in Snow Leopard. Regardless of what your security settings may be, invoking the Lock Screen command now locks your screen and, if you have it set up, asks for your password when you resume. Furthermore, it now turns off the display, which not only saves power but also allows you to sleep while facing your Mac.
