AppLockingService triggers PIN security activities, not only application locking. It is running in backround (so you can see it, but for most time is in sleep mode).
AdvisorScanService - its purpose is to scan addons in new or updated applications, again, most of the time it is running in backround.
WebShieldService - very small one, just watches and scan URLs for malware or phishing (if turned on).
updateService - yes, this is for definitions, when turned off no regular check will be done (but is more safe to keep it running than kill it).
OnDemandScanner - this triggers scan in case of new application installation or update - you can turn it off in shields settings (is recommended to keep it running).
MessageScanner - service which scans incoming SMS messages - you can also turn it off in shield settings.