If you've never done it before, I'd highly recommend you pay a pro to do it. I do just about all the work on my rig including welding stuff and gears are the one thing I won't touch. Never done it, don't have the RIGHT tools to do it (which can get expensive in their own right) and have actually had gearsets fail on me in the past. Nice thing about that is if THEY do it and it fails, it's on THEM, not YOU. If you can find somebody other than the dealer, do it-dealers charge a fortune for this work. I forget what I paid total for parts/labor-want to say around $1200??? But glad I don't have that headache to worry about. Money well spent.
As mentioned, you don't have to do axles now. I am STILL running my factory front shafts, but have replaced the joints in them with regular spicer 760's. I blew my rear locker early on, which took out a brand new R&P and twisted the splines on my factory rears bad enough that when I had the ARB put in, I had another new gear set and installed alloy shafts all at the same time. Expensive lesson learned. Keep in mind it was due to the factory locker failing, not the regear. If/when you do, Superior Evolution line are great axles. David has them/can get them.
Power Tanks are nice, but I picked up a full Co2 setup complete for about a third of the cost. If you shop around and look for the right deal, you can definitely save some bucks there over the PT version. Granted mine is regular brushed aluminum looking tank and not a fancy powder coat deal, but hey, it works the same and I kinda prefer the aluminum look anyway... Have to weigh out the OBA setup and what you'll want to do with it. Both permanent mount fixtures like a York or Viair have their benefits, as does Co2. I have both and must say I really like the portability of the Co2 and being able to take it anywhere I need and not worry about whether or not I can get my Jeep close enough to the other rig to get the air I need to that other vehicle for whatever reason. On a nasty trail with a disabled rig in front of you and no way around, Co2's portability can't be beat.
Lastly on Vendors-David is great, does a great job, has excellent customer service and is a pleasure to work with. Nice job getting the gears from him-he'll take care of you.
Best of Luck,
Mike