All of the schools I have been to that use lockers have locks built into them (at least the hall lockers, not sure about the gym ones). There is a key slot in all of the lockers in case someone forgets their combination or if their locker is jammed. My current school's lockers are big too... I can put my backpack and coat in there and still have plenty of room to put all of my books in there. I don't use mine much, since I carry my bag with me all day (my school is WAY too big to make stops to the locker every period).
I never used my locker at all when I was in high school. I too found that getting to my locker from certain points in the school was just too much of a hassle because of how long it would take to get there. I simply carried my backpack and coat with me all day. Fortunately I had NO books to carry around, because there was only one set of books for each class, which meant we didn't get our own copy. The only exception, actually, was algebra. We did get our own algebra book. But that's it.