I don't lock my stitches. I stop stitching and leave long tails which I then tie off by hand and useing a large eye needle run the thread ends through the batting and out and clip off. I feel it is more secure that way and there are no little stubs of thread anywhere. Is it a lot of work? Yes, but I like the results so it is worth it.
I usually quilt with a neutral thread so less changing is required. That's a lot of threading your machine and changing you bobbin. You might also want to consider a varigated thread to compliment those colors.