Warn. Ramsey Sucks. [:D]
Get the largest you can, just like safes.
Remember, that even though your winch might say 9,000 pounds, you aren't really getting that much unless the wire is down to the last wrap.
I have a Warn 9500 and here are the ratings
Pull by layer:
layer/Lbs(Kgs.)
1/9500(4313)
2/8650(3927)
3/7920(3595)
4/7400(3359)
5/6940(3150)
So, if you are only out a few feet, you are only pulling at about 7,000. platform389, talked about a snatch block. It doubles your pulling capacity and they are a great idea. It just slows down the pull by half.
Always put a blanket over the wire when winching. If it snaps, the blanket will stop the cable from coming back and going into your face. There is some new type of cord used instead of wire, it costs a shitload but it supposedly works better than wire.
Best place to buy a winch is from Bob Suplee.
[email protected] or 405-799-8977
All the jeep guys buy them there and he is practically unbeatable.
As far as your other questions. They weigh about 85 pounds so most people (probably all) leave them always on. You can easily install it yourself, it is only 2 wires. Pos and Neg. I don't know about truck winch mounts, but that will probably cost you a bit more.
PS. Get the Winch Accessory pack. It contains gloves, snatch block, d-ring, etc. Worth the $.
Btw, there is now a cordless winch remote. I think Ramsey makes it and it works with Warn Winches. FYI...
PPS. Winches sometimes get stolen. See your insurance policy about having it covered. You can also have someone weld a small bit on the installation bolts. This will prevent someone coming by and unbolting your baby.
good luck.