Not always but often enough that OH comments that I'm a bit obsessive about it and tbh I feel I'm a bit overly cautious.
Context is we live in a pleasant suburb in a peaceful neighbourhood where there is a very low crime rate. However occasionally over the years people have had someone walk in through their unlocked front door in broad daylight - even when they were in - pinch stuff and scarper. It was quite a scary experience especially for one old person who was living alone. As I say this has happened maybe twice in the 12 years we've lived here. My thinking is "better safe than sorry".
So I lock the front door (it's one of those ones where you have to use the key on the inside rather than a "snick lock" but I leave the key in the door for emergencies) if ever we are in the back garden or upstairs or I'm leaving the (now adult) kids at home and they are upstairs.
They and OH sometimes raise their eyes and think I'm being OTT and to be honest I feel that in terms of crime rate statistics in our area it's not really necessary and I don't want to be that person who thinks there's danger lurking everywhere (I don't believe there is) or give that impression of fear to the kids.
But I still do it.