I've got a TJ with the rear open, front with a LockRite. I chose the front because I usually want the front end to pull me up onto something. It's pretty much unnoticeable but...... I've never drove it in the snow. If you plan on driving on snow covered roads - an automatic locker in the front can be tricky. They can have a tendency to go straight if there isn't enough traction to unlock them. If you're on the gas in the middle of turn with traction, I would imagine it could get a little hairy.
I run mine without locking hubs, the only thing I notice is the clicking sound on tight radius turns (parking lots). The LockRite manual did say that it will wear out pinion seals quicker than normal.
If you do little to no snow driving, I'd put one in the front. JMO