Do the rear, I have broken axles and driveshafts on the trail and can tell you that its a LOT more difficult to drive out on just the front than it is the rear. Out vehicles were designed primarly as rear wheel drive vehicles. That is where the majority of your traction comes from and where your beefiest axle is.
Once you have a selectable locker in the front(with the back already locked) you will be surprised how little you actually use it and how often you cann't use it do to it screwing up your steering.
Going with a lunch box in the back and saving for a front selectable is not a bad idea. I've found that with an automatic tranny most auto lockers are almost invisible in the rear. Manual tranny seem to be more clunky/chirpy/grabby.
Like anything in the driveline, lockers(of any kind) don't like high speed wheel spins. If you're not getting traction shut it down and try something else, your drivline will thank you.