On my last 2 TJ's I had diff guards/ skids. They were great for protection, but if you take a really heavy hit they can bend into the diff cover. Likewise, if you're doing a lot of heavy rock crawling and dragging your diff over rocks, make sure you get something with protection for the bolt heads on the diff (either recessed or guarded). I rounded off a few bolt heads to the point where i had trouble getting them off when changing gear oil on my '04 TJ Rubi. Also, if you're eventually changing/ upgrading to a beefier/ High steer set up, the Diff guards sometimes get in the way (mine did).
As for me? I'll probably go for the Motobilt Diff guards and solenoid cover. Simple, Well built, and effective in all of the builds I've seen running them.
Truthfully damaging a drain plug to where it leaks could be a problem, but just damaging it to where it can't be removed is hardly the end of the world
Just have to return to the ancient ways of removing the cover and letting gear oil pour everywhere. Personally I like drain plugs but they're a luxury.