Regular mild steel plate will be cool, 6mm will be fine if made into a tray that is attached all around it, 10mm is probably a bit overkill, but might be neccesary if will more unsupported....all depends how you are planning to mount it.
Have seen some winch trays made out of 4mm b4, but much to thin I reckon, always over engineer is my moto though....
Just a thought though is to watch your approach angle, I have seen a lot of fronty winches mounted straight on the end of the chassis rails which will encroach on your approach angle, and make you winch go swimming regularly! Try and design your mounts so the winch will sit higher if you can, but triangulate the chassis mounts so they will stop the winch twisting downwards.
Hope this helps you matey
