After a fresh install of 14.04, I tried to customize the keyboard shortcuts to be similar to the customized ones I used before in 12.10 like Super+Eject = Lock Screen (Macbook keyboard).
Unfortunately, any change I do don't stick even after reboot or if I change it back to defaults. Weird thing is that even if my Super+Eject doesn't lock the screen the not-mentioned Super+L shortcut still locks the screen.
EDIT:
I have a feeling that it has something to do with how Unity handles keyboard shortcuts now. The moment I install gnome-panel (because I prefer the Gnome2 desktop), all the shortcuts I've set work now except that some items for keyboard shortcuts through System Settings are missing (but are available again once I switch back to Unity. They stop working in Unity again, though)
On my laptop, they are two ways to bypass :
my custom shortcut works if I use a more simple key binding. For example, CTRL+ALT+ESCAPE does not work, but SUPER+K works.
use an alternative way to create a custom command with the CompizConfig Settings Manager launched with ccsm > Commands. Then create your key binding.
Remark in the both solution, my key binding CTRL+ALT+ESCAPE doest not work, but SUPER+K works. I think some key binding can not be used anymore.