Weld subframe connectors loaded or unloaded?

If your car is all together and you aren't planning on doing any further work to it, put them in with load on the wheels. This will maintain all your panel alignments without changing anything you are familiar with. The downside to doing this is any wedge, damage, or mis-alignment that is present in your car will be locked in.

If its apart, put it on 8-10 jackstands, level and align the subframes to blueprint specs as called out in the FSM Body manual and then lock in the sub-frame connectors. This would allow you to put everything into an ideal position to dial in everything else going back on during re-assembly.

Dedicated race vehicles from reputable builders are built on a surface plate that is flat so the chassis is flat and square to begin with so any future damage can be assessed and repaired back to spec.