Common sense says that the supply should be locked out IF someone else could accidently or mailicously turn it on and endanger the person changing the ballast.
If however the means of isolation is within sight of the ballast being changed, then I see no need for locking out.
Here in the UK I certainly dont bother with locking out to change ballasts if the light switch is within sight. If however the power could be turned on remotely then I either lock it out or take other precautions.
Most office and industrial light fittings are plugged into special outlets, and may be safely unplugged whilst energised, thereby ensuring safety in repair or replacement.