For me it depends on what sort of factory options there are. If there is a factory onboard air I wont need an aux switch for that (unless it uses one of the spots). Same with some lights etc. I will have onboard air no matter what though so that is one potential.
The winch? kindof similar. Is there a factory option and does it use an aux slot? I dont know but my current winch has its own power switch on its controller box so there is no need for it to be on an in-cab switch.