If you only have one set of chains put them on the rear. Look at the size of the shaft that turns the rear wheels. Look at the size of the shaft that turns the front wheels. I have seen a front half shaft snap because someone heard from their Uncle or whatever to put the chains on the front which applies to 30 year old+ 4 x 4s.
Chains for every tire is not a bad idea though.
If I am going to chain up off road I put on all 4, but I would rather put chains on than get the log chain and come-along out, I'm lazy that way.