Heh, finally a post I truly know something about! I'm a welder by trade, so I'll throw my advice out there.
On any type of welding, other than whats called "Triggering", an uphill weld is much, much stronger. You simply don't get the same amount of heat to the steel when running downhill, therefor your weld is not penetrating as much as an uphill weld.
For your tube, I believe GOOD downhill welds would be more than enough however I would suggest uphill or multi downhill passes on the critical joints.
I've given this advise to many people since becoming an AWS Instructor: "I would feel safer with a strong, ugly weld rather than a perfect, weak weld."
If you've got a friend with a TIG or Dry TIG setup, you'd be in heaven when it comes to rollcage welding!