Displays won't sleep while screen-saver is running
I too have faced similar problems. The easiest and guaranteed working solution which i found out after lots of experimentation is to get this software Better Touch Tool and configure a quick shortcut "Ctrl+L" to lock/sleep the display. So I can manually do it when I am stepping out from the desk or for overnight downloads. 

You might already have done this. I am just putting this here for other's sake. You will have to enable this option too so that when u lock the display, it asks for the login password when u wake it up. Hope this helps.