Alright, it seems like you have a good deal of money and exuberance, but not a deep well of experience. When everyone on this site says 'slow down' take them literally, because they know their stuff. I learned this the hard way too, and ended up spending way more money than was necessary to upgrade my Beast. (and I damned near killed myself too)
A few things to think about, 1st, like has already been said, Ground Clearance is what you are after in the end, and that ONLY happens with bigger tires. A body lift allows for bigger tire space, but it can mess with internals, and IMHO is counterproductive (i.e. don't bother with it). A suspension lift, like the skyjacker that you bought? gives you clearance, and gives you more suspension travel. Suspension travel is very important for obstacles, as it allows your tires to stay on the ground while climbing boulders, logs, whatever else you find in your path.
2nd, if you are going for 33" or larger tires, then re-gear, but wait till you can afford gears and lockers together, as you will only want to do the setup once. Also note that the first link for Dana 35 gears that you posted was for a REAR, which is a no go. You need Dana 35 FRONT gears, as they are reverse cut.
3rd, with this many questions that you are asking, I wonder how you will be planning on installing all of these components, and what your plans are for dealing with steering geometry issues, or what ever else crops up? This includes what kit you bought, and if it came with all the peripherals, like extended brake lines, shocks, anti-sway bar end links (with or without quick disconnects), a drop pitman arm, and over-sized caster/camber alignment bolts (3* should do). Also, what rear lift are you planning on going with? and did you buy new U bolts for that axle, as those are a one time use item and should NEVER be reused.
4th, Like everyone else has said, never off-road alone. I have before and to reiterate, I almost died for my foolishness. When dealing with a hobby that is as fun, but as time and money consuming as off-roading, slower is often times better, as you can learn from what others have done, and not make the same mistakes. This forum has been around for quite a while, and by looking through the registries and histories of some of the more prolific off-roaders here (like 4x4junkie or 410fortune for example), you would be amazed by the sheer volume of information that you never knew that you didn't know. I still have those moments, and I've been an avid off-roader for 7 years (since I graduated high-school). I know that taking the time to sit here and thumb through all this stuff can be tedious, but I've found that if you use the search button smart, you can have as much fun reading and learning here as you can out on a trail (mainly because you learn how to fix problems before they kill your vehicle on said trail).
