I didn't think a 2004 Yukon was a true AWD vehicle. There is a difference between 4WD and AWD. But, as stated above by lordvader, you should replace all 4 on AWD vehicles. It can damage the differentials and transfer cases, as well has braking and handling concerns. But honestly, I've gotten a blow out on my 1997 Jeep and only replaced the one. Again, 4WD not AWD.
I also have to agree with Mike1995, they love to run schemes like that.
If insurance is the only concern here (making sure you get what you pay for) I would put the lowest thread on the back drivers side, as you usually make right turns slower.
Luck to ya!