We would recommend that you lock your luggage wherever possible with the following caveat:
On travel to, from and within the United States we find that baggage is especially susceptible to random searches. If chosen for a random search, the Transport Security Administration (TSA) will break any locks necessary to gain access, including luggage with irremovable locks. This will be done without your knowledge and without recourse to compensation.
TSA approved locks are available for sale. These allow officials to gain access to the locks without forcing them. Please note that we have had reports in the past of such locks being forced by officials and would therefore ask you to bear this in mind when considering whether you wish to purchase them.