Either type of steering can work, but you must be careful of steering geometries, especially with a modified frame. If you choose to use the through-frame type steering, mount the box so that the drag link connecting the left-front spindle arm to the Pittman arm is roughly the same length, and travels roughly around the same center, as the radius rods connecting the front axle to the frame. When you hit a bump that causes the left-front tire to bounce, the radius of travel of the spindle arm will be dictated by the radius rod - causing undue stress on the drag link (and a jumpy steering wheel) if the geometry is incorrect. More often, the bump causes the spindle to rotate to match the position of the drag link, so that when the tire hits the ground again, it's pointed in a different direction (this is called, of course, bump-steer).
On my A roadster pickup, I'm using a dropped '40 Ford axle with split-wishbone radius rods. I'm going with a '40 Ford steering box that connects to the spindle arm on the right-front spindle because the geometry is more forgiving, and it looks a lot better on a fenderless rod. All you have to do is make sure the link between the spindle arm and the Pittman arm are roughly the same length, and travel about the same center, as the axle would seem to be when you would hit a bump with the right-front tire. Generally speaking, if you mount the steering box in the same position, relative to the axle and right-front spindle, as it was mounted in the '40, then you will be OK. Since the '40 frame is wider than the A frame, so you might end up with a little bump-steer, depending on your spring length and suspension travel.