Locking the screen via keyboard shortcut on MacBooks without Eject Button
So you already know about the control-shift-eject keyboard shortcut to lock the screen (but not put the computer to sleep - equivalent to Windows Key + L on a PC).
However, you've got a brand spanking new Macbook with no optical drive and no eject button so what are you supposed to do now?
Answer: control-shift-fn-power button.
Job done. You're welcome.
MacBook Air (13-inch, Mid 2012), OS X Mountain Lion