I always lock my luggage on all flights. Not only does it help stop it from popping open during handling but may prevent theft. I know that thieves probably have a set of keys to fit every type of lock (there are only a few key types out there). However, why make it even easier for someone to take a quick look.
Whether you lock or not it may be a good idea to make a list of everything you've packed in the bags. If the bags or contents are ever lost you can easily describe not only the bag but the contents as proof that it's yours. I once lost my baggage claim tag and upon landing at one airport and a staff member asked me for proof that those were my bags I was trying to carry out. I showed him my list and offered to open the bags right there.
Another thing I do is mark my luggage with some bright tape or other stuff. Lots of luggage looks the same and it might be tough to spot your bags coming off the belt. I can see mine easily.