Android locks the screen after I hangup a call which is usually what I want. But, when I'm doing other things and wanted to put the phone away, I felt that I had to wait a minute for the screen to timeout to ensure it didn't interpret putting the phone in my pocket as (e.g.) dialing random people in my contacts. I didn't want to set the timeout to a shorter value since I found 30 seconds to be too short when using GMail on the phone. Shouldn't there be a way to force the screen to lock. A Google search didn't help---I mainly found articles on how to secure your phone in case of loss or theft. Next, I started browsing settings. Under "General info & options", I found "End button behavior" with options like "Go to home" and "Go to sleep". "Sleep" sounded like it might give me the screen lockout I wanted. I chose the "Home, then sleep" option and found that with two clicks of the end button, I'd have a locked screen. Woo hoo!
Update (3/16/11): I've learned that for Android phones without an "end call" button, you can usually make the phone go to sleep by quickly pressing-and-releasing the "off" button. You have to hold the "off" button for a few seconds to shut the phone down.