I know why. I know how-ish. What I want to know is: any good tips? What gauge steel, does it have to match the arms? Or can it be more flexible? Does it need to curl up around the bushing, or can I leave it just on the straight section? Do I need the little "V" bends welded in between/inside?
I know you guys must do this.
https://www.youtube.com/watch?v=v4kW0pFSW6Y
In reply to patgizz: that's pretty interesting, would boxing the frame have a similar process I.e. Inserting the inner bracing before adding the fourth wall?
Breaking the fourth wall? 
patgizz wrote: https://www.youtube.com/watch?v=v4kW0pFSW6Y
I saw this. And thus the reason I have the questions I do.
Trackmouse wrote: I know why. I know how-ish. What I want to know is: any good tips? What gauge steel, does it have to match the arms? Or can it be more flexible? Does it need to curl up around the bushing, or can I leave it just on the straight section? Do I need the little "V" bends welded in between/inside?
The problem you are going to have is the answer to every single one of your questions are subjective. My opinion would be any boxed structure will be stronger than a C channel providing all else is equal.
For steel I would try to use a similar gauge just to keep welding easy; dissimilar gauges can sometimes be challenging to get full penetration of both metals without blowthru of the thinner.
Do you need to go around the ends? probably not, but from a stength standpoint it makes it a box rather than a tube.
Do you need the "V" bends? probably not. Also, when I was watching the video I have trouble understanding what the V bends are really doing. For them to be worth anything they should have been welded into the metal used to box int he rail. They could have done this by drilling a couple holes and doing a pinch-like weld.
you don't really need those V's. i've done enough arms without doing that. what are you working on? sometimes the easy button is just pop for a set of tubular arms. for the chevelle i was going to box the lowers and go adjustable uppers, but in the end it made way more sense time wise to just get all 4(and tubular fronts while i was at it). some common vehicles have such cheap aftermarket parts due to volume that time versus cash outlay doesn't make sense to do all that welding unless you're trying to fit a budget.
Seems like just as much work to buy some DOM tubing for bushing housings, some poly bushings, and either square tube or more DOM tubing, and a hole saw to make control arms from scratch.
Basically the motor mount i built on a bigger scale:
If you go for heims or adjustable joints like Johnny Joints then its even easier. Buy tube, take to machine shop to cut to length on a lathe and thread the ends. Soup.
one recommendation.... if you are doing Toyota LCA's... be careful and only stitch weld them....
Why???
When I had my lower adjustable control arms built.... they didn't stich weld them... now the ball joint hole has "opened" and so I had to have my ball joints welded in 
The welds are small, and can be cut free when/if I ever need to replace the joints... BUT if they had stitch welded them... the ball joint hole would likely still be a press fit..........
In reply to oldeskewltoy:
That's good to know. It's an '85 Celica, so similar arm design to yours.
I think the real question should be, how much horsepower do you plan to add? Here are the boxed arms from our Grassroots Challenge TR7. I used scrap steel that was about the right size because that's all the budget allowed.
I agree that any boxing will be stronger than not boxed. A TR8 has about 135 hp, we bumped it up to about 225 and ran a 13.5 second 1/4 mile (with an open differential). These worked fine for our level of HP.
Seems like holes could easily be punched into the walls, including the 4th, and it would still be very strong.
I did some on a build that I did a while back. I couldn't perceive a difference.
Duck the jab and counter with a left hook? Boxing, see...
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