As most have mentioned, this does cause much more stress on the driveline. I have to agree, but I have done this on a play toy before and loved it. For a budget build I would reccomend this for trail rigs. But before you go and bust out the welder do some reading on what many people have done, like welding the gears to the differential housing instead of to each other, it yields more welding area.
Also, try searching FOZZY LOCKER. It's a form of VERY LIMITED slip welded spiders that seems to be getting more and more attention.
Good luck!