You can lock your bags before check-in. If the TSA want to check your bags immediately, they have the keys to hand.

If you want to lock your bags when they will be (potentially) in TSA hands - i.e. any flight arriving or departing US, then you need to use TSA locks.

Alternatives are:
- don't lock the bag
- lock with non-TSA locks and hope they don't check your bag (as they will break the lock to get in)
- use some disposal fastening (have forgotten the word...bit like an enormous tight-tie ), that the TSA can cut, and put a spare one on top of the contents and hope they re-secure the bag.

Personally, I use TSA locks worldwide, saves me remembering which keys to take around.

Have a fun trip