Ok couple of things for you to keep in mind with an offroad pipe it will trip your CEL unless you put MILS on either solder in jobs from somewhere like ebay or plug and plays. Also are you at all mechanical inclined, have tools, a place to work, jack and stands. If you can honestly answer yes to all of those you can do the pipe yourself. Now yes a lift and an o2 socket does make life soooo much easier but it is not a must have. I mean we are talking a total of 16 bolts total or at worse case 20 that is counting loosing and tightening. and the o2's twice for a total of dealing with them 8 times a turning.
Gears are great pick the ratio you like but I say 4.10's. Install prices vary check around in your area ($200 here), also ask if they install parts you bring or only parts they provide and if they will only do certain ones. If they will install gears you bring in I got mine for 189.95 delivered, you will also need an install kit I recommend a master bearing kit they are 80, if the shop will use supplies you provide you might wanna go ahead and spend money on some synthentic gear oil (royal purple is suppose to be the best) or regular gear oil and some friction modifier $20. Can you install your own gears, well to be honest if you have to ask that question I would not suggest it. I've done them in the past (didn't like it but was broke) and could do it again (but won't unless I'm broke) luckily for me there is a local shop he is tring to get on his feet he gives good prices and is quick.
Another thing if you go with gears and want an accurate speedo you will need to have something to calibrate it for the gears. Tuner, chip, speedcal. You can pick up used speed cal's for 75 or less shipped or new for 100. tuner is about 400 or less.
Also I cann't say it enough times hit the classifieds on here I have been lucky and picked up several parts at very good prices, also Ebay is a great place to score cheaper than normal parts.
You didn't mention it but I will think about some subframe connector. If you can weld it's like 30min and it keeps the panels straight on the car, and makes everything else work better. Also I'll pm you my list tonight of what I got and prices paid if you want.