Do you want to lock your luggage to keep it closed or to keep things from being stolen? As the other posters have mentioned you can either use cable ties or TSA approved locks. However, neither of these options will keep a thief out of you luggage since they can either cut the cable ties or steal a TSA key.
Since 9/11, I have flown multiple times and I have not locked my luggage. I used to be very conscientious (spelling?) about locking my luggage prior to 9/11. But since they banned locked luggage, I have gotten used to not locking at and I have not had a problem. I have even traveled to Europe and India with a problem.