I like the sheet metal ones better, too, but once you start doing the calculations you find that tube is lighter and easier to design for the stresses. Filling in the gaps was an idea I had as well, but I couldn't figure out if it would look good or not.
You might find that once you weld up the winch cradle, the gap will close up a little and squeeze the hitch tube, making it hard to put in and take out. I used some card stock on either side of the hitch so I would have a proper gap, but that wasn't enough. However, at this point, I don't remember if I had the winch tube and card stock in the cradle as I welded or not. I had to do a lot of grinding and filing to get the hitch tube to fit again.
If I were you, I'd keep all the tubes the same size, or at least bigger than 1". Personally, I think 1" tube looks funny on a bumper. Looks too amateurish.