Not a keyboard shortcut, but a mouse one from another post.
Launch “Keychain Access” located in /Applications/Utilities/
From the ‘Keychain Access’ menu, open Preferences
Select the checkbox next to “Show Status in Menu Bar”
Now that the lock menubar item is enabled, you’ll find a little lock icon in your menu bar. Once the menu item is enabled, just click on the lock icon and select “Lock Screen” to immediately lock your Mac OS X desktop.
Now a keyboard method.
If you have your security preferences set to require a password after sleep or screen saver begins (System Preferences > Security) then you can use the power button, then type "s" to turn sleep the system. It won't start the screen saver, but the display will go dark and you will need to enter your password to wake it up. I've found it takes a short time though to actually enter a password required sleep. If you wake right away, then no password is needed.