If you want to keep others from using a stand-alone machine, a simple startup password in the bios will usually suffice.

Which is what I've been doing, but it's a pain to have to hit the power button, wait for it to partially boot, enter the bios password, wait for the machine to fully boot, then enter your windows password. I'd rather just hit the power button and go get something to drink, then come back to a booted windows with the password box waiting for me.