In short you'll need:
New tranny tailshaft
manual transfer case (and to cut holes in your floor for the shift levers)
New driveshafts
4x front spindles
front diff assembly and axles
front hub assemblies
and other misc stuff.
That's to convert to a stock-like system. However, if you're already going that route it may be better to install a solid axle up front (known as SAS) instead of the stock independent front components.
Labor costs are a bunch either way. You can get the stock front parts cheap if you find a junked Explorer. You can also get SAS parts pretty cheaply if you get a good deal.
Sounds like you have a lot of research to do, my friend.