I bought an 8000 pound winch with mounting plate and 3-year warranty from Harbor Freight 4-6 years ago, and it has been great.
http://www.harborfreight.com/8000-lb-el ... 67576.html
I think it was $300-360 on sale including warranty and mounting plate, and keep your eye out - you could even get higher capacity and roller fairlead now for the same price, depending on sales. There are also several brands of these cheaper winches out now, like shown below, and there are other new brands that are popping up - I can't remember the names.
http://www.4wheelparts.com/Winches-Winc ... S%2fB97281
For the trailer use we are talking about, these cheaper brands hold up fine. Folks who have complained about reliability are using them on the front of 4x4s off-road. On a trailer, you're rarely using the winch to capacity, which makes it last longer.
I have used my winch over 200 times by now. A lot of it was hauling "junk" vehicles home, or hauling them to the scrapyard. When we decided to move from Burlington, I had over 100 vehicles on my 14 acres.

I made a regular Saturday morning trip to the scrapyard for about a year getting rid of stuff.
I have dragged onto my trailer: easy stuff (rolling, inflated tires), stuff with up to 4 flat tires, stuff with seized wheels that won't roll, and stuff without axles that was really *dragged* onto the trailer. I have only double-lined the winch with a snatch block 2 or 3 times, like when dragging a truck with no axles.
Before this winch, I had one of the $30-50 HF 2000 pound portable winches. I still use it for random stuff. It *will* pull a rolling vehicle onto a trailer, but I had to get a snatch block to double-line it, and it is SLOW. The nice thing is that it has built-in thermal load protection and will trip off when overheated until it has time to cool down. Many of the bigger winches do not have this, so you can fry them if you don't know what you're doing.
http://www.harborfreight.com/12-volt-el ... 39997.html
Whatever winch you get, keep it covered - either in an enclosed trailer, put a small box over it, or like I bought a soft cover that I keep on mine.
One thing I would do if I was still using my trailer winch frequently would be to remove some of the cable - it has like 100-feet on it. If you cut that down to maybe twice the length of the trailer, it will pull stronger (more wraps of cable increase the diameter of the drum and decrease the pulling power - each winch usually comes with a chart of this) and the cable will get bunched up to one side of the winch less frequently with less cable on there.
Also, I have found that I haven't needed a roller fairlead for trailer use. I'm still using the slip-through-hole (aka "Hawse") fairlead that came with the winch, with no issues. Unless you are frequently pulling a car right up to the edge of the winch at an angle, I don't think you need the rollers.
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91 RallyX Audi Coupe Quattro
89 A-Team Astro-van demo derby winner at 2011 NC State Fair (
http://www.youtube.com/watch?v=7MrZqwENRqU)
Broken 89 Subaru GL-10 RallyX turbo wagon - need to sell it and all my parts cars