The simplest method is to press Command+Control+Q this will take to the lock screen requiring your password to sign back in.
Another method could be to:
- First, go the "System Preferences" and then in the "Desktop & Screen Saver" section choose a screen saver.
- Next, go to "Exposé & Spaces" and under the "Exposé" section choose a screen corner that will activate the screen saver.
- Finally, go back to "System Preferences" and choose "Security". Under "General" check the option to "Require password to wake this computer from sleep or screen saver".
Whenever you need to leave your computer just tap the appropriate corner to activate the screen saver. To log back in just move the mouse or tap a key and then enter your login credentials.