EDIT: As noted in comments, these days I'm happy to use Interlocked for the cases of a single variable where it's obviously okay. When it gets more complicated, I'll still revert to locking...
Using volatile won't help when you need to increment - because the read and the write are separate instructions. Another thread could change the value after you've read but before you write back.
Personally I almost always just lock - it's easier to get right in a way which is obviously right than either volatility or Interlocked.Increment. As far as I'm concerned, lock-free multi-threading is for real threading experts, of which I'm not one. If Joe Duffy and his team build nice libraries which will parallelise things without as much locking as something I'd build, that's fabulous, and I'll use it in a heartbeat - but when I'm doing the threading myself, I try to keep it simple.