We generally don't lock. If we're gone for any length of time, it will be locked. Locked doors with large areas of glass in them or windows next to the door don't slow down the ones that really want in very badly. We do lock up at the AZ house....different situation entirely there. 
That said, if I'm home by myself overnite, I do lock up. Not so much because of intruders, I just want to know who's coming in and the kids all have keys. 
As for vehicles, hardly ever locked, keys in the console. Dad always said he'd much rather that a thief have access to the car with keys than to come inside looking for them. I asked our insurance agent directly whether that made any difference on a theft claim, and his answer was 'why would it?'.  Theft is theft.