Another locking solution (not universal)
One of the first locking solutions I came across was from BestDealCables.com. They sold HDMI cables with a lock that would secure to a screw-in ball-joint. You would simply remove the screw above the HDMI connection on your piece of equipment (most receivers, set-top boxes, and some transports came this way) and replace the screw with the threaded ball joint. The clip on the cable would lock in place and you were done. The back of the TV was a different matter. They recommended drilling a small hole and securing the ball-joint with some hot-glue. Not very technical, but it worked.