I can shift on the fly in and out of 4WD on the fly if I first have the hubs locked. When heading up to snow country, I'll lock the hubs at the last stop before hitting the snow, then you can pop back and forth between 2H and 4H any time you want. But it does take planning and the extra step to lock the hubs before you need 4WD.

With ADD, there is not a whole lot of front end parts moving, so its a pretty good compromise between efficiency and convenience.