You wont need to get winched out if you're locked! (At least not as much)
I don't know how much they cost, but I like the Ox locker because of the cable actuator. Open diff on the road, locked on the trail. No unpredictable driving characteristics without having to rely on air pressure (like the ARB's) or an electric motor/servo (whatever the E-lockers use).
I have no idea if there are others made like this, but if I lock my rear axle it's either cable-actuated or Lincoln (welded).
Welding it might be a good option for you, the only thing that keeps me holding off from welding mine shut is this sharp bend on I-95 that I like to take at 65+ MPH. First rainy day I'm afraid I'd forget what I had and get sideways :shock: I'm probably worried about nothing though, and it would be fine.
Another option would be to do a posi-lock on the front and weld both of them. That would be cheap and you'd have one unstoppable XJ baby!!!