When I check a bag, it doesn't have anything in it but clothes and/or toiletries. That being said, I always lock it with a TSA lock, if for nothing else than to keep my knickers from ending up on the tarmac. I've retrieved my bag (before I started locking it) with clothes hanging out where the zipper was opened, and seen clothing strewn onto the baggage claim belt from others' bags.

I've also used cable ties for closing the zippers, not necessarily locks. Be sure to pack extra cable ties (for the return) and put nail clippers in carry on if you go this route.