Auto locking hubs are convenient but somewhat tempermental. Since they lock and unlock by driving backwards and forwards for short distances, you can inadvertantly unlock auto locking hubs while maneuvering on the trail. So for offroading, they can be tricky.
For clarification, autolocking hubs - like those found on many Sidekicks and Trackers up to, say 1998 (I think) are different than the electrically-acutated front axles on newer Sidekicks/Vitaras/Tracker/XL7s. In these electrically acutated units, there is a solenoid-driven device that connects the longer front driveshaft into one solid piece when the transfer case is placed in to 4 by 4 mode. In two wheel drive mode, the solenoid disconnects the outer half of the axle shaft from the inner half (inner and outer referring to the differential end and the wheel hub end) of the axle. Jeeps and many other full-sized pickup trucks have these types of axles. The hubs on these vehicles are permanently attached to the front axle shafts.
There was a post on another forum recently in which the poster confused the electrically-acutated locking axle with an electric locker. A locker is a system that causes the differential to "lock up" so that both wheels turn at the same speed no matter what type of traction either wheel is experiencing. A locker is always part of the differential asembly itself. I am sure that someone may wish to debate this, but for more than 99 percent of the multiple-wheel powered vehicles in production, the above statement is true.
Hope this helps!