We geeks all have some sort of bluetooth device on us like your Nokia N80 or your new iPhone (which I will be getting and LOVE) so why not take advantage of one of these as a beacon to your computer. With a small application you can set your computer to detect the proximity of your device and perform actions based on when it comes in or goes out of range.
I’m using the free utility Proximity to do the detection. You could even unlock the computer when you come back in range, but I just want it to lock when I walk away since I always forget. With a small AppleScript that’s easy:
tell application “ScreenSaverEngine” to activate
That’s all there is to it and it works great.