I use tire chains on the front of my Cub Cadet 7260 during the winter months while plowing snow. Big improvement in traction, and with them on I can actually steer the tractor. I have chains for the rear tires also, but have never used/needed them with chains on the front. As far as effect to the 4wd is concerned, I can't see that they have any effect. I can put the tractor in and out of 4wd without ever feeling any binding (keep in mind this is on snow covered ground...).
Along this same subject, here is a tip that may save some of you folks some $$. Here in Vt our town crews run tire chains on their plow trucks most of the winter. I asked them what they do with their old chains, and they said they just throw them out. They gave me several worn out sets that were due to be thrown away. I bought a pair of tire chain pliers from Gemplers, and made up a good set of chains for all 4 tires from their worn out stuff. It took me 2-3 hours on a Sat morning. They work great, I have lot's of spare parts, the guys at the town garage were happy to get rid of them, and the price was right!