Keith,
The debate on wether to use 4wd when towing with a Shogy has been around for some time - basically it doesn't matter what you use on the older models but with the GDI and post 2000 stuff, Mitsubishi recommend using 4WD for towing; apparently to prevent strain to the transmission.
My R reg car made no mention of this in the hand book or the data plate - if you look on yours however I think you will find it does tell you to engage 4WD HI for road use and you would be well advised to so, for peace of mind. If you check with a genuine Mitsi dealer they will tell you the same thing.
I tried towing with 4wd in mine and could tell very little difference, thought it might use more juice but could'nt notice and it certainly didn't scuff the tyres; but as I say it's not mandatory on the older models.
I used a milenco mirror on the drivers side only as I felt that the nearside view of the curb was adequate - your 02 car may have a wider track so you may get away without. I feel that the extra view down the side is beneficial though, whatever the vehicle - I find that I can see partially behind the van at about two car lengths with a tow mirror and about 500 yds without.
Why Milenco? - in short PC Mag recommendation. The favourite today seems to be the suction type that stick onto the car mirror glass - Towsure have them in their online shop.
PS. Had the Shoggy converted to LPG and it was a succes - now used by son so still in the family, a superb allrounder and tow truck!