One other thing to consider is the change in mechanical properties the steel in the Heat Affected Zone goes through after it has been welded. This is due to the rapid increase and decrease in temperature. Frames are made of ductle steel. Welding to the frame causes the steel around the weld area to become more brittle, increasing the chance that your frame could crack. If you have to weld to the frame, follow the advice given by cleatus12r, especially if your pickup is ever used hard for work or play. I wouldn't recommend it, specifically on newer vehicles (lighter duty frame designs).

More info on the effects of welding on steel can be seen here, under the heading "Quality":

http://en.wikipedia.org/wiki/Welding

 

fo mo co actually okayed my local dealership to send out trucks to a local guy that puts in hitches and have hitches welded in. they cover the full warranty on certified welding on the frame, but i still dont like it