It is a personal taste kind of thing. I did not like driving on the road with out my front sway bar. Pull it off and try it. With a locked rear you will max out your flex on the bump stops with it still on. With no lockers I could see trying to get that little extra traction by removing it.

99 Montero....15mpg! Sold (so sad)
02 Jetta TDI....48mpg!
03 2500 Ram QCLB Cummins....18mpg
02 2500 Yukon XL, We out grew the montero, at least it has one locker.....13mpg (sold)
01 montero limited