For me (Ubuntu 15.10 with default Unity) it is working nicely with the following command:
One time necessary:
gsettings set com.canonical.unity-greeter draw-user-backgrounds false
For change picture:
gsettings set com.canonical.unity-greeter background '/path/filename_of_picture.png'
Changed the lock screen immediately. - like Serg mentioned above. In Ubuntu 15.10 (Unity) lightdm is there by default, so just the above mentioned command needed.
Tested with:
xdg-screensaver lock
command which immediately locks the computer.
I just tried in terminal (not from background, like cron), but I am pretty sure it works that way as well.