You still have to use your lockers for select rides such as The Dragon Challenge (at Islands of Adventures) and Rip It Rocket (at Universal Studios), as they use metal detectors like DisneyTravelers said.
Due to an accident on The Dragon Challenge, anything with coasters going upside down and what not, they have it so you have to literally empty your pockets and anything on you and put it into a locker before going on the ride due to safety reasons. My suggestion is depending on what park you go first, go on that ride first if it's something you want to do, because while the wait times may appear low (for example, lately The Dragon Challenge's wait time is usually 10 minutes), the real wait time and hassle will be trying to get in line to get a locker for your belongings. During our last trip, during one day we didn't know this (like I said "10 minute" wait)and when we went back to the lockers was a massive crowd around the locker area, so we decided the next day we'd get it first thing in the morning, and had no problems.