How do I change the hotkey combo to lock the screen On my Macbook pro (OS X 10.8.2) the hotkey combo to lock he screen is Ctrl+Shift+Eject.  

I don't like that combination at all.  I'd like to make it Ctrl+Command+l is there some way to do this?
I would suggest : 


Create a new service with automator with a "Run Shell Script" 
Here the script /System/Library/CoreServices/Menu\ Extras/User.menu/Contents/Resources/CGSession -suspend
Bind this new service to a keyboard shortcut in System Preferences » Keyboard » pane Keyboard Shortcuts


Edit : This post on SuperUser explains it better than me.