I use the Blue Ox locks and they work well. You do have to keep them well lubricated as they really take a beating when driving in the rain. There have been several discussion on this topic with many comments about locks making it harder for someone to fiddle with your hitch vs. non-locking pins making it easier to unhitch the toad car in the event of a fire.
Even with locking pins, it's a good idea to always do a check of the hitch before hitting the road. Anytime I stop while on the road, I do a walk around and check tires, hitch, etc.