Don't lock up! Your elbows will take a beating. I myself love dips, it's my favorite workout for Tri's. I go as heavy as possible with my Tri's
Ex: Dips- I start off with my body weight just to warm up, then add 90lbs (2x45plates) hit them off for a good 10reps, move onto 115lbs (2x45plates & 25plate) do them for 10 reps, move onto 135 (3x45plates) for 10 reps, for my last set, I use 180lbs (4x45plates) and do them for 8-10 reps. Total weight is 370lbs. I weigh 190lbs. Extremely difficult but the results are amazing! I never see anyone do this kind of weight. I think most people are scared of it.