How to lock screen on MacBook Air?
Edit: pressing the power key on a MacBook Air while holding control and shift does not work in 10.7. The power key can only be substituted for eject in 10.8 and later versions of OS X.

Putting displays to sleep only locks the screen if this setting is enabled:



You can also put displays to sleep in 10.9 by running pmset displaysleepnow.

Another way to lock the screen is to enable the Keychain menu extra from the preferences of Keychain Access and then select Lock Screen from the menu extra:



An alternative way to lock the screen is to log out to the fast user switching screen. You can do it by running

/System/Library/CoreServices/Menu\ Extras/User.menu/Contents/Resources/CGSession -suspend


or by using the lock action in Alfred: