I set mine on jackstands under the rear axle and control arms, checked and adjusted for a flat level frame using a laser level and welded them up.
Overkill probably, but to answer the question, I think most agree putting them in with a normal sitting load on the body seems to make the most sence.
I personally believe that letting the body be where it wants to be, then welding in the connectors is going to be the strongest and least likley to crack out the existing frame around the welds.