I have instaled this:

Ultima Style Magic Lock and Unlock
http://www.tesnexus.com/downloads/file.php?id=31877

I will use it for locking the door of a dungeon when finished, as I dont like the idea of going the same dungeon 1000 times for level my character. My question is if the fact of lock a door with a spell can be a problem for big savegame when I have two hundred doors locked.

I can't see it being an issue since all load doors are persistent anyway and will be stored in the save. The lock status is just a flag on that record. You have 200 doors in your save anyway, regardless.