How can I reduce the delay when locking the sceen on a MBPr?
I use LaunchBar which comes with two actions that are instant: Lock Screen and Start Screen Saver (I have a password lock on resume from screen saver so they're more or less equivalent). Both take effect immediately and because LaunchBar is awesome the commands to remember them aren't some four-key, esoteric, multi-key combination I need to burn in to my memory.

I hit Cmd-Space to bring up LaunchBar. I type loc and I'm on the Lock Screen action. Similarly I can type sta to get to the Start Screen Saver action. I could, if I wanted, make these actions be the top actions for the single letter l and s if I wanted to mess with LaunchBar training, but this suffices.

They kick in instantly.

If you don't want to shell out for LaunchBar (but I tell you it's worth every penny to barely have to touch your mouse in the course of a work day) you can get similar pop-up and actions from Alfred -- it has a lock shortcut you can type to lock your Mac.