I got robbed. Need a better lock

A burglar picked my lock at the gym and stole all my money and cell phone. It was a spinner lock with a combo:

The gym manager said these can be picked easily with a paper clip. He suggested a lock with a key. Are these any more secure? What are your suggestions? I want to still use the locker because I don’t think carrying around my stuff is any more secure. Someone could easily swipe my stuff while I’m busy lifting weights.