Rightclick desktop - new - shortcut - type or paste in %windir%\System32\rundll32.exe user32.dll,LockWorkStation - choose a name - done.
This shortcut brings up the welcome screen without logging off users.
No you can not use icons of different size. The setting you choose applies to all desktop icons, and to all the other icons everywhere else.
You could however make it look as if, if you insert a picture of the icon directly into your wallpaper and then choose a transparent icon for your actual shortcut. To increase the hover area choose a long name with many spaces for the shortcut. Just an idea.
This will change not only the desktop icons, but every icon including startmenu and icons inside folders. You'll have to see if you like it this way.
Dealer, the user switcher power toy is no longer part of the new power toy set. Probably MS did remove it because it didn't work very well on many systems.
Forgot to mention Windows key + L will have the same effect as the above mentioned desktop shortcut.