What do I do when I leave my computer for a period of time? The answer for me depends on which computer, how long I'll be gone, and whether the computer is doing something that doesn't require me.
First, understand that I'm retired and don't have any sensitive business information on my computers. Also, my wife and daughters all have their own computers, and mostly think what I do with my computers is pretty boring stuff, so they have no interest in what's on my machines. So, generally, I don't worry about snoopers; on those occasions when visitors might have unsupervised access to a computer, it's either shut down or has a password-protected screensaver running.
If the computer is doing something that takes time but does not require my attention (downloading a file, defragging, etc.), I'll leave the computer running until I return, although I may password-protect it while I'm away. If I'm stepping away for a cup of coffee, I'll probably not bother to do anything; the kitchen is just steps from the computer room, so I'll know if anyone goes in. If I'm going to be away for more than just a few minutes but expect to be back within an hour or two, I'll either put it into hibernation or shut it down; this is especially true with my desktop, which draws much more power than my notebook. (The default action is shutdown, since sometimes I don't know how long I'll be away.) If I expect to be gone more than a couple of hours, I shut down my computers and peripherals to save power and minimize wear on mechanical drives.
If I were still working and had to be in and out of the office all day, I'd make sleep mode my default choice, since a quick resumption would outweigh energy savings. And I'd activate a (password-protected) screensaver every time I stepped out "for just a second".