I am not to be held responsible for any actions that you take by following this guide that result in harm to your device. Sony devices are almost impossible to brick.
You're going to need the following things:
CWM Xperia SP Package
.266 4.3 kernel
DooMLoRD easy rooting toolkit
CyanogenMod 10.2 Package & gapps
extract Flashtool, place the .257 firmware file in the firmwares folder and then run flashtool, flash the .257 firmware. This process could take 5-10 minutes.
To do this, click the electric bolt symbol in FlashTool, and select Flashmode, select .257 and then when the prompt says to connect your device in flashmode, power off your phone and holding volume down, plug your phone into the computer. This will then flash the files.
Turn your phone back on and enable USB debugging in android development settings.
Extract DooMLoRD's easy rooting toolkit and make sure that you have your phone connected and adb is enabled, while the phone is powered on run the script and this will then root your phone, do this by double clicking runme_win.bat, your phone will reboot in this process and it will be rooted.
Time to install a custom recovery, unpack the CWM Xperia SP package listed above. Make sure your phone is still turned on and in adb mode (USB debugging enabled) and then run install.bat from the package. You will need to accept a superuser request prompt on your phone meaning that you will need your phone screen on. Recovery is now installed.
Copy the CyanogenMod 10.2 package & google apps package to your phone, reboot into clockwork recovery by pressing the volume UP button once when you see the blue LED light up and feel a short vibration while your phone is booting. In CWM choose factory reset, and then install the two files we put on your phone using install zip from sd card option. Use volume rockers to navigate and power button to select options. Make sure you install CM zip then Google apps zip
After installing the ROM, power off your device in CWM and then connect your device in FlashMode again (hold vol down while plugging into computer) and then flash the .266 kernel only file. Reboot your phone.
Enjoy! You now have CyanogenMod and CWM installed on your phone, even with a locked bootloader. Recovery is now accessed with volume down.
I appreciate thanks greatly, and any issues I can help with and you can discuss them in this thread. I hope I have helped.