A pinion depth gauge is very handy, but is not necessary and not a justifiable expense for a hobbyist who will do this work only a few times in their lifetime.
To begin with, you should PLAN ON using FRPP gears because in most cases they go in perfectly by just using the shim sizes from your current setup. Put the pinion bearing on the new pinion using the same size shim as your current one. If that does not set up your pinion depth right on the money, it will be very close.
Then put pinion and carrier in place, again using the same shim sizes that were used on the carrier bearings. Once that is in place with the pinion bearing tight, but not necessarily preloaded, and without the crush sleeve, check the backlash with the dial indicator. If the backlash is correct, then put white grease or pattern compound on a section of the ring gear and run the pattern. If the pattern is correct, then you are there. If not, consult most any car repair manual to see which direction to move things around in order to get a good pattern and adjust shim sizes accordingly.
Once the setup is correct, you can now use the crush sleeve on the pinion nut and tighten for correct preload. Yes, if you haven't done very many, you should find a beam or dial in/lb. torque wrench for setting the preload.
As far as the controversy regarding whether or not to do it yourself, we here on a forum CAN NOT advise you. It depends on you! If you are a studious and determined person who has turned bolts some in the past, then don't let anyone discourage you. If you are not, then find a reliable shop. There are always those naysayers who are not determined enough, or are uncomfortable with such an operation themselves. When that type of person makes a recommendation, they are making that based on THEIR OWN comfort level with such a project. If you feel that you are up to it and are willing to do the necessary study, take the proper care and spend the needed time, then I say GO FOR IT!
Good luck.