I always go with gas shocks when I can. The shocks that came with my lift on my 97 K1500 were oil, and they did have a smooth enough ride to them. I just changed them for gas since they were getting old. I did notice a very slight firmness that I didn't have with the oil, but not enough to make it harsh. (it could be just because they are new too) The gas would help with less chance of getting some harshness from bottoming out, while the oils will be the slightly cushier ride of the two, but will likely bottom easier than the gas, in a given situation.
With your extra weight of the winch etc, gas may work good for you. I guess ultimately you'll have to pick based on you driving style etc. Sorry I couldn't be more help.