Control+Shift+Eject shuts the screen off without putting yourControl+Shift+Power For current Mac to sleepkeyboard layouts. Control+Shift+Eject works for older keyboard layouts that still include the Eject key.
If your keyboard doesn't have an eject key (such as MacBook Air), thisThis page explains some possiblealternate solutions as well.
Also, if you have "Require password after sleep or screen saver begins" set to immediately in System Preferences -> Security & Privacy, it will ask you for your password after doing this.