Has any one installed a front bumper winch? Do you have to modify the front grill and bumper? Or do you have to have a new bumper?

You can't mount a winch to the front bumper - you have to replace the bumper with one that will take a winch - and it will be expensive. I used a front mount trailer hitch:

http://www.dieselplace.com/forum/showthread.php?t=115114