We always lock our luggage even though we don't carry anything of real value in them (we always take the "important" things as carry-on).
After we check our luggage in at the ticket counter we personally walk them over (all of 10 feet) to the inspection area. You stand by while they put your luggage through the scanner. If they suspect anything, they ask you for the key to open your luggage. Once your luggage is approved, they put a sticker on it that says it's been checked. After that, your locked luggage is good to go. It takes all of 10 minutes before they give you the thumbs up.
By the way, we've only been asked a few times to open a piece of luggage.