If you've got a limited slip in the rear, lock the front. If not, lock the rear. With a jeep, the rear end typically handles 60-70% of the traction. With a truck, its more in the front, unless youve got a load of firewood or an ATV in the bed or something, but there are a lot of factors that play in to the weight distribution such as standard cab or ext, standard or long bed, V8, V10, or Cummins. If it were a standard cab, long bed Cummins, the front might be just as useful, but for most every other situation, I'd want to lock the rear.
As far as lockers, I've had air lockers in most every axle I've owned, but I'd really like to have an electric locker. It seems easier to repair and my vehicle already produces 12 volts, unlike pressurized air. OX lockers seem nice too.