I was able to successfully set the default lock type to check-out, and even gray out the lock type, by doing the following:
- Work in a "Server Workspace
- Disable "Multiple check-out" for the Team Project
- Disable "Asynchronous checkout in server workspaces" for the Team Collection.
With these three settings I'm able to get the Check Out dialog that I want in Visual Studio 2012 (Lock type set to "Check Out" and dialog box grayed out to prevent changing of this option).
But for the exact same workspace, using the Windows Shell Extension of Power Tools the Check-out dialog is different (Lock type set to "Unchanged" as default and allowed to be changed).