With the regular use of Safari, Top Sites will eventually learn the sites you visit and sort them into a cool looking wall of screenshots. By default, Safari will display Top Sites when you open a new tab (you can change that in Preferences > General) so you can have your favorites at one click.
Personally, i sensed the process slow and inaccurate so i decided to look for a way to add my Top Sites and lock them. I succeded.
To do it, browse to: User > Library > Safari > TopSites.plist and open the file, it will launch Property List Editor and show the following window:
Now you just have to double click each value to change it like the ones in the image and add your own Top Sites.
Let me know how this works out for you in the comments!