How to show a message on the lock screen in case I lose the phone? I want to show a message on the lock screen in case I lose the handset.

How do I do this?

If relevant, my device is a Samsung Galaxy S II.
For ICS and later:


Settings
Lock screen
Screen security
Owner info, here is where a note is entered


This part is a bit confusing as there's no save etc, so just enter something, and back out, you will not lose what you typed, keep backing out until back on home screen. Next time screen lock kicks in or press power button to lock it, a note will appear. 

But having said that, if the phone is lost, whoever will pick it up will more than likely ignore it!