Well, the SATA spec dictates something like 50 operations for a connector.  So if you plug in a hard drive and then unplug it 20 minutes later that counts as 2 operations.  So you can see that you can jump through 50 operations rather quickly.
 
As for locking mechanisms I hate them.  Not all devices and not all motherboards work with them properly.  There are quite a few motherboards and quite a few hard drives that actually won't stay connected "well" if you are using a locking device.  So while some people are heavily recommending them I don't.  If you are doing things properly (like shutting down your server before opening the cover and such) then nothing should be gained from locking devices.  Being that I've seen 3 hardware RAID arrays fail completely because of locking devices I refuse to use cables with locking devices.
 
Most of the time SATA cables are built by the lowest bidder.  The cable should be thick and feel "meaty" but many cables I get from Newegg just don't have that kind of quality in them.  Honestly the best cables I get seem to always come from buying motherboards as opposed to Newegg, Monoprice, or Amazon.