If you want an overengineered technological solution, how about making the door beep if it's closed but not locked? Unfortunately then you have to lock it when you're indoors, which looks a bit paranoid.

Or get a burglar alarm fitted - you set it, it starts beeping, you go out of the door and have plenty of time to lock the door, forget whether you've just locked it, and try the handle just to be sure, while you wait for the beeps to stop, signifying that the alarm is correctly set. And then you also have a burglar alarm :-)

Unless of course you're living in a rented property...

Also, it might draw unwanted attention -- from optimistic burglars or annoyed neighbours -- if you rush off and do manage to forget.