No. Some people do, but many budget places insist that you use their padlock as they'll have a spare key and won't need to kick the door down when you lose yours. Regardless of whose padlock you are using, losing a key can result in expensive fines. If you really don't feel you can trust the place enough to use the locks they supply, you should probably reconsider where you are staying.
Once inside, do consider some type of cable to lock your bags to something too big to fit through the door or window.
Please find below some of the more frequently asked questions (FAQ) people have about travelling to Cambodia. We've tried to answer all the most frequently asked questions, but if you have another query about Cambodia, please try our Travelfish messageboard.
Is a fan room okay, or should I budget for air-con?
Is it possible to rent rooms or dormitories for longer periods of time while travelling in Cambodia?
What should I do if a bag is stolen from my room or dormitory while travelling in Cambodia?
What standard of accommodation can I expect for US$5 in Cambodia?
Why are there so few dormitories in Cambodia?
Why are there so few hostels in Cambodia?
Can I drink the tap water in Cambodia?
How can I avoid MSG in Cambodia?
How do I avoid peanuts in Cambodia?
I have a food allergy -- what should I do when travelling in Cambodia?
Is there good vegetarian food in Cambodia?
Is western food available in Cambodia?
Are the ferries in Cambodia safe?
Are the trains in Cambodia safe?
Do the trains run on time?
Is it easy to hitch-hike in Cambodia?
Is it easy to rent a car or motorcycle in Cambodia?
Should I get a tourist minibus in Cambodia?
What is the best way to get around Phnom Penh?
What's the best way to travel around Cambodia -- share-taxi, bus, train or boat?
Are credit cards accepted in Cambodia?
Are there ATMs in Cambodia?
How can I have money sent to me in Cambodia?
How can I send money out of Cambodia?
Should I bring travellers cheques, credit/debit cards or cash to Cambodia?
Should I tip in Cambodia?
Are leeches a problem in Cambodia?
Are legal drugs cheap in Cambodia?
Do I need a prescription in Cambodia?
Do I need malarial medication in Cambodia?
HIV/AIDS in Cambodia
Is heatstroke a problem?
Is medical care cheap in Cambodia?
Is medical care in Cambodia good?
Is rabies a problem in Thailand?
What about dengue haemorrhagic fever in Cambodia?
What about schistosomiasis in Cambodia?
What general food and water precautions should be followed in Cambodia?
What general health advice can you offer for Cambodia?
What should be in a traveller's medical kit for travel in Cambodia?
Will I get diarrhoea in Cambodia?