There are pros and cons to each kind of locker. Any locker with a line going to it can be damaged; electric, air, even mechanical (though it's tougher to damage a mechanical line). That leaves a welded/spool style locker (locked everytime power is applied to that differential).
A lunchbox locker is an example of a spool style locker and is probably the cheapest way to lock you a differential. If you have limited funds but still want to lock a differential this is probably the way to go for now. If you do choose that route, you probably want to put it in the front for the reasons already mentioned, and that when you're on the trail to make a tight turn you can either make a 3-4 point turn or take the jeep out of 4WD to make a sharp turn. Most trails I've been on don't have real tight turns at critical points where taking the jeep out of 4WD would be scary, but that's just my experience.
Now if you plan on putting in a selectable locker, depending on the locker, you might consider also doing gears. This way you if you later choose to upgrade your gears you won't have to spend money twice on a locker. I mentioned "depending on the locker" because at least OX locker has a range of gear sizes it supports; i.e. Ox Locker is sold in almost 2 different sizes for every differential out there, one up to a 4.56 and another for gears 4.88 and up. (BTW not sure if those gear sizes are accurate for the two sizes)
Also, keep in mind if you upgrade the gears in one axle you should also upgrade the gears in the other one.
I almost hate to bring up this point but while you're thinking about lockers and possibly gears it would be a good idea for you to decide on what upgrades you want on your jeep when you're completely done upgrading. This is important if you want to upgrade your axles. If you were to upgrade your axles in the end, you'll have to probably regear, and get new lockers. Then you will have spend the money twice. Again, it goes back to money and what you want to spend it on.
Lastly, take your time. There is no rush do your research and make an informed decision. Sorry if I said a lot of things you already knew, just my .02 and trying to help.