What Russau said!
On the exotic stuff or aluminum, there are times when you need to fill the tube with an inert gas to prevent it from oxidizing from the back side and weakening your weld. Might be a good idea on that winch frame if you go with the chrome moly steel, too.
Russau, have you ever made a first pass with a stainless rod to seal the backside? Then make your surface welds with 7018's. Less porousity.