We didn't get a locker last time and I'll outline our strategy for you...
We went to the park wearing our bathing suits under our clothes (just wearing t-shirt, jeans and sandals). We took a small bag with only sunscreen, sunglasses, change of undies, and our KTTW (with water park fun and more option, so also our BB entrance ticket). When we got there we rented a towel each (they were either $1 or $2 dollars for the day, can't remember). We staked out an empty chair, put the towels in our bag, and placed the bag on the chair. Threw our clothes/sandals in the bag, grabbed our KTTW cards (put them in Velcro pocket of guy's swim trunks, though you can also buy card holders to put around your neck) and ran off to play. We occasionally came back to check on the bag/sit down/re-sunscreen up. It was not busy at all that day ,practically empty due to cold weather, so I didn't feel bad about holding the chair while we were in the water - and there was absolutely nothing in there I cared about being stolen or lost so it didn't bother me to leave it out in the open. When we were done we went into the changing rooms, changed into the dry clothes, dropped our towels at the front and left! Food and drinks were purchased using the KTTW so no need for cash or credit cards.
There you go... the long-winded version! Hope the ideas might help you.
Chloe
Oh, also, at the end of some of the slides they take pictures of you which you can buy at the end of the day so if you didn't want to carry a camera you could still get some pics... although, I don't really WANT a picture of myself in a bathing suit soaking wet... but that's just me!!