Depends, if I'm in my bathroom no but if I'm in the guest bathroom downstairs then I sometimes do 'cause people for some reason can't see that the light is on in there.
I don't care if my family comes in while I'm taking a dump. Plus no doors in my house have a lock anyway (besides my front and back door duh)
Of course at other people's houses though.
Only when not at home. When I'm home we knock and crap, and there's a restroom upstairs. There isn't a use to lock it when no one will barge in. When guests are here, I use the one upstairs anyways.