I have never locked my luggage or had to. I don't really see the use. If someone should bother to go through your stuff the won't have any problems opening it up.
I don't quite know how the security checks are on flights to/from the US now, but I don't think anyone searched my luggage in any of the flights I did since 9/11. I assume by search-process you mean without your knowledge.
So, I'd say, don't bother.
But, one thing you really should, is to bring as carry-ons, in addition to valuables, a towel, some extra underwear and a toothbrush. It has happened a few times that my luggage has gotten lost on the way, and instead of being a crisis (not having your essentials) it has turned out rather nice, not having to transport your luggage to the final destination but getting it delivered on the door
