Everytime I go wheeling, once at the trailhead or off of the "logging roads" etc. I put my vehicle into 4LO. As said above, when your not doing anything higher speed you should always be in 4LO IMO. Plus its better for the trails as you wont chew them up as bad because you won't have to "gun it" to make an obstacle like you would if you were in 4HI. But I guess it all depends on what type of trail you are on etc.

As per the locker, I dont have mine in yet! I do know however that I will still try almost all obstacles in 4LO alone first, then engage the locker when/if needed. Unless of course it's a slew of mud and you can't risk stopping and getting stuck at all.