This app allows you to create your own locked home screen. With information on who to contact IF your phone is lost. I keep my phone locked so if someone found my phone, they could not get into my Address Book to find someone labelled MOM to call and return it.
It is pretty easy to use and free. I change mine depending on whether I'm in Oregon or Maui. Remember to ask the person if you can use them as an emergency contact ... so if a stranger calls to say they found a hot pink iPhone under the table at a restaurant .... they kinda have a clue!