old thread resurrection but i had a couple pennies to throw in...
the big differences arent really price or attachment (weld vs bolt). if youre buying them ready-made, you probably dont weld yourself...which means the price difference between weld/bolt will be eaten up paying someone else to weld them, unless you have a buddy to help you. weld vs bolt...plenty of people with both, plenty with failed designs from both camps.
the important thing is to use the frame (all of the frame, not just the main rails) to support the leverage produced by dropping your 6K# truck on a roughly 1' lever arm attached to the frame rail. improper gusseting (or lack thereof), small or too few attachment points, or improperly placed attachment points can (and eventually will) lead to a bent frame. avoid "can openers"...thin gussets on top...they put a lot of pressure on a very small area. if possible, angle your attachments to the frame and put a double gusset on the bottom to spread the load. if you have a weak frame (tundras are c-channel, not boxed like tacos), mount the attachments and gussets to a thicker piece of material and weld or bolt that piece to the frame to better spread the load. the sandwich method mentioned previously has been around a long time, it's common when building a roll cage in a unibody vehicle, and it works great for attaching sliders to a c-channel frame or unibody since it spreads the load better.
if you bolt them on and dont ever intend to take them off, glue 'em in place with the bolts (seam sealer or whatever). the rust stays out, and instead of two bolts in tension at each mount, you have a couple bolts backing up (in my case) a 6x6 adhesive patch.
if you diy or are inspecting different models, look for designs that use the crossmembers for support. the frame is much less likely to deform if there's something to counteract the torque about the frame at the attachment point.
the last thing is make sure the fore and aft ends are properly supported. the tail end in particular, if you have wheel to wheel sliders, can be difficult to link to the frame to the point where some manufacturers in past left that critical support point out of their design, resulting in bent sliders and crushed quarterpanels.
they dont need to be built heavy, nor do they need to be bolted vs welded, just properly designed and mated to the rig.
-sean