I was just about to try welding a front myself but picked up a front lockright for cheap. I put about 100,000 miles on my old XJ with a front locker (no lockouts) and has been said only clicked in 2wd. Loved it in snow, it would lock up and pull me through anything.
As for welding, since you have lockout hubs, go for it. If you don't like it buy a locker later.
IMO the hot ticket would be a detroit, lockright or sparty in front with a selectable in the rear for street manners in 2wd. Although I've never been a fan of any selectable locker. Just about every time I'm about to try one on one of my builds I go on a run where I see them fail.
So, my cheap ass has stayed with welded rears and locked fronts till now.