I always stop and change from 2H - 4H or L in neutral. Most times you get out to lock hubs or check track conditions anyway. I believe it is better to do it stopped as it negates any chance of F*%$ing it up and doing damage, why do damage unnesacerely? I also used to lock my auto hubs manually every time I engaged 4x4 (have AVM now). Anyone who has done some serious 4x4ing will tell you they broke one and it would not unlock/lock ever again. If you lock it in manually it will help it to last the time. They work on helix like a dril bit. When the axle turns forward faster than the wheel the helix drives the splined section onto the axle locking the hub. That is why they say you should drive backwards when you unlock. This will wind the helix the other way which will unlock the hub as the wheel turns but the diff center and axles don't. The problem is when you are in 4H or L they can possibly be locking and unlocking without you knowing, not to big of a deal. Also if you are stuck in a bog and need to rock back and forth the hubs will lock unlock lock unlock repeatedly, bad news when your right foot is all the way in it. The major destroyer ( how I did my first one) is if you are nosed up against a ledge and you engage 4x4. If you don't have much run before you hit the ledge ( less than 300-500mm) and begin to climb the center and axles have not rotated far enough to fully engage the hub and you hear a loud bang which sounds allot like your front diff just died. If you manually lock none of these issues will arise and your hubs should last forever.