Use twist-ties or a round keychain to secure your luggage zippers. The TSA-approved locks work also, but they are expensive and often go astray when baggage personnel do not put the lock back on.
I have used the TSA-approved locks on my luggage and have always had them come up missing after checking my bag in my home airport of Orlando. Now I use simple twist-ties (and carry a few extras with me) to secure the zippers from opening up while in transit.
And just where do these missing locks go to the same place as missing socks?