I'd say it depends on the vehicle size for highway use.. Something like a explorer/4runner sized, I'd like to have the weight over the front wheels. If you're looking into F250/K2500 then I don't believe it matters.

That is, unless you happen to park at Sebring or in the mud at Atlanta and need to get a heavy trailer out. then it might be a nice thing to have.

Oh, one other thing. 4wd units usually come with higher numerical diffs. Sometimes this helps. In the Ford Diesels it kills mileage and higway cruising (IMHO. 3.55 for the 2wd, 4.11 for the 4wd)