Go to your local locksmith, or even Home Depot/Lowes. Get yourself a hockey puck lock like this (if it will work on your locker):
or a shrouded shackle lock like this:
Even Masterlocks version of these locks is going to be a lot better than those piece of shit combo locks. They'll rip the door off the locker before they pop the lock open. If you're worried about them picking it go with one from Medeco, American Lock, Abus, or Mul-t-lock. Even bump keys won't work on certain models from those companies. The common consumer Master Locks offer very little protection.
Edit: Here, this is what you're looking for. A lot better than those combo locks while still not costing a bundle.
http://www.masterlock.com/commercial/security/
They'll protect against shims, prying, and even bumping if you get the "Bump Stop" version. However, someone who is good at picking could still probably get in, luckily those people are rare. While not the best they'll be plenty for what you're looking for.