I have a 2001 Jeep Cherokee and I am wanting to build my own rocker panels protecterS I am wondering were should I bolt them to my jeep and how. Should, actual bolt it on or screw it on. and does any one have an idea to build these.  

nuts and bolts for sure. unless they're just for show, screws are going to rip out on the first little hit.  

I like the ones that bolt underneath to the body mounts and through the side of the tub. Here in the rust belt it helps abit with rusting of the floor pan.  

tub mounts are probably a good enough.