For just getting somewhere? 2wd, no locker, traction control in sport to allow some wheel slip, will help eject snow pack and keep the engine from bogging too bad. Pop it into 4 if you get stuck, locker can help dig you out if your real stuck. The locker can cause you to push through a turn because the rear wheels are trying to push the truck straight at all times, can also cause the back end to get a lot looser than you want. Open diff is really ideal in the snow for driving around. If you have a 13/14 the torsion front can be a real pain in the snow in 4wd, truck going to want to go straight any time your under power.
4wd will often cause drivers to get over confident, forgetting the road is slick and losing touch with the road surface. Much easier to tell how slick things are in 2wd.
Fun mode? 2wd, locker, TCS off.
In a hurry? Leave it parked and calm the **** down.