Like James said, it really is a preference thing. I tried a 2nd gear lockup tune back in the day but didn't like it personally. I found it made the truck too twitchy around town. If I softened up the TBIQ (torque demand table on newer engines) it drove OK in town but was lazy on the highway.
I'll encourage you to try it and see what you think. It wasn't for me, but you might love it, as it does make throttle response crisper in town, which it sounds like what you want.
Where I'm at now is kind of a middle-ground. It remains unlocked in town until about 60-70% throttle, then it locks up and pulls hard. This works nicely on my big single, as it gets a chance to flare up and spool, then hit lockup. Took me a few iterations to get the exact throttle to MPH ratio right for lockup/unlock, but man does it drive nice now. (But again, I like a smooth, soft response at light throttle.)