I did both... I had it out anyway, so I did the tub with it out, and then since I needed to paint the bars anyway, I hurculined them up to where the roll bar covers stop. I think it looks good, and now those surfaces are covered.
I'd definitely recommend taking the roll bars out. The area under the roll bars might have some rust that you can clean up and coat. My "new" tub (95 YJ) had some surface rust under there, and there wasn't any other rust on the thing.