I would go with round stock. something like .120 wall tube at least. That is the standard size for roll cages. I would say attach it to the frame with multiple points. Using the round vs. square will allow the obstacle (rock, tree or Ford) slide better. If you go back and watch xtreme 4x4 on spike from last weekend they actually installed a set of sliders/steps onto a full size blazer. I don't remember the year but it was the last body style before they stopped making them.