Yet another plus point for manual hubs on an A series...can shift into 4x4 on the fly at quicker speeds...
With auto lockers the front prop, diff, and shafts are stationary when in 2wd...and when shifting into 4x4 they suddenly have to meet the speed of the rear drive... which can cause a crunch or 2...shifting is best accomplished in the same way as you would change gear without using the clutch...try and shift when not under power or over-run...catch it when the drive train is in limbo between and I find it works better...but limit speed to very slow...
Try not to let the auto hubs unlock between use of 4x4, and you will then find then it will go in and out much easier...
With manual lockers, assuming they are already locked up, your front diff, prop and shafts are turning at the same speed as the rear already, so gently selecting 4x4 is very easy...mine shifts fine at 40-50mph...

(but I wouldnt necessarily recommend anyone tries it!)
With regards to driving in 4x4 on the road...dont be overscared about a bit of bind-up...
It can cause drivetrain damage, but you would have to do a tight 3 point turn on a dry grippy surface with grippy tyres to do this...
Normally you feel it binding long before damage occurs...the car feels edgey and has resistance to move, not disimilar to having left the handbrake on, and you can then either back up to unwind it, or take it out of 4wd (very occasionally you may need to unwind it, by reversing the line you just drove a foot or so before it will disengage 4wd..I used to find this shunting trailers in a concrete yard, where I used low4 to save the clutch a bit...but I never broke anything)
However if you feel this bind up and try and drive through the resistance, by applying more throttle, then you are really stupid and deserve to spend a few hours in the cold with tools fixing the car to learn not to be such a twit!!
If the road is wet, greasy,icy, snowey, gritty,etc etc...you really stand very very little chance of causing damage as it is so easy for a tyre to slip slightly should it need to...in fact I would argue that you stand far more chance of damaging your car because you crash as its in 2wd, than you would of damaging it by using 4wd on an un-snowy bit where you might come accross a patch of ice...
Consider also that when driving in a straight line bind-up isnt an issue assuming your tyre sizes are the same front and rear...so it only when you come to corners that the front and rear travel different distances..
Given the fact that our roads at the moment are either icy, snowy, slushly wet or gritty then I would say using 4x4 all the time probably wont hurt anything, just think a bit when turning tightly if the surface clear and dry, and place a couple of tyres on the slushy stuff if a really tight manoeuvre...
Putting things into context, I drove a MK2 escort with a cossie engine in it with a welded rear diff, with grippy yokohama A008 tyres on dry tarmac all the time, yes the tyres chirped now and again, and I only bust the half shafts when giving it stupid abuse (260bhp!) never on "bind up"...granted the scort is lighter, but its tyres were wider, and gripped tarmac a lot better than A/t's or M/t's would on a fronty...and the 1/2 shafts in the scort where much smaller diameter than the fronty ones...
What I am trying to say is, so long as you dont try using 4x4 in high traction conditions where you are doing tight turns, then you shouldnt break anything, but you will be far less likely to crash or get stuck in the patchy stuff...
Hope this helps...