Turn on screen lock, but don’t use a pattern.
The easiest screen unlocking method is to trace a pattern on your screen. It’s easier and more convenient than entering a PIN or password. However, if you lose your phone or it is stolen, you better hope you just cleaned your screen. The oil on your finger will leave a distinct pattern on your screen. Unless you wipe it down religiously after each unlocking, the pattern lock will only deter the stupidest criminals.