If we lock on a rate today, and say the rates get better in the coming weeks, can we use the better rate?

From a legal and compliance standpoint the word "Lock" means exactly that. The rate you have locked is guaranteed to you at closing provided the timeframe of the lock has not been exceeded. This protects both you and the lender. You can't have your cake and eat it too. It is not fair and is considered loan fraud. Welcome to the new world of mortgage lending. Brokers that say they can get you a better rate after you have locked are engaging in a prohibited action which can get them dissaplined and your loan declined.