I've got a locker at my favorite shop. It serves me well because I get lots of deals with it, access to the members' area and it's nice to have a stash at the lounge so I'm not tempted to buy anything (of course my stash is 90% stuff I bought there for good form anyway). I rarely smoke anything there they don't carry (also good form) either. It's like $400 a year, but me and a buddy split the cost and they're lowering it drastically anyway.
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Currently on the wait list for a locker at the local B&M, but they just raised locker prices another $50, so probably not for me.
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I doubt very much I'd spend several hundred dollars for a locker. Carrying cigars in a car for a day to smoke them at a club would not hurt them methinks. Then again, I doubt I would spend a similar amount to be a member of a club, either.
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