I was told recently by somebody in a shop in the airport in Rome (long story, strange german woman was going nuts because her lock was at 0000 and didn't have instructions to change it, the clerk and her didn't speak enough of a common languange to explain, so I told her) that for international flights you should leave the lock at 0000 in case they have to open it. They will try 0000 and if that doesn't work, they will cut it off if they need to get into your bag.

Within the USA the tsa locks are OK, but outside, not much hope of them surviving if they need to get in your bag.

Stretch wrap is still very popular in Europe, many people had their bags wrapped.

I say don't lock them, it's too much of a hassle if they need to get in.