The design I like is one I first saw on a friends 93 F350 4x4 he bought from Columbia Helicopters a few years back. The truck had nearly 400K rough miles on it when he bought it and the body is beat as well as some frame/suspension issues that we repaired. That said, the rear bumper they fabbed for it when they got the truck new still looks like new.
It was built using 1/2" plate bolted to the outsides and underside of the frame rails and extends about 2 feet up the frame. The center of the bumper is a 3' wide piece of 1" thick 5x5 angle which forms the "step" in the middle. nestled inside the angle on each side are pieces of 3/8" wall 4x4 square tube with 45 degree capped miters on the insides (step area) with the outside ends of the tubes cut straight, capped and all welds ground smooth. The reciever hitch is integral right below the step. It's set forward a bit from the rear face of the bumper so it doesn't stand out and there are two 3/4" large folding D-rings welded on each side for pull points and trailer chains.
The bumper must weigh several hundred pounds, but does smooth the empty ride better than most F350's of that era. The Bumper doesn't look overkill or out of place at all, painted gray as it is it looks like the factory step bumper at a quick glance. Not until you get up close to it do you say "Holy sh*t" to yourself as you realize how stout it actually is.
Mounting a winch to it would be as easy as cutting a hole in the forward flange of the large angle behind the license plate and adding a hinge to the license plate.
