I know that Warn specifies grade 5...but I'm with Blackyj on this one. I use Grade 8. If you do a search, you'll find a thred no this site that contains some good links that explain the different grades of hardware, and debunk some of the myths floating around about things like Grade 8 bolts being too brittle.
I can't think of a situation where you'll regret going with better quality hardware.