Off the top of my head, 5w-30 motor oil, Mercon V ATF for the tranny, regular Mercon ATF for the transfer case, 80w-90 synthetic gear lube for the front diff (75w-90 is fine also), the factory lube is synthetic. There is some confusion on the rear axle depending on what source you use, but IMO an open rear diff gets the same 75w-90 or 80w-90 as the front and a limited-slip rear gets 75w-140 and friction modifier. Plain old green/yellow Prestone is fine, the 4.0 does not get the fancy-shmancy orange coolant.
P.S. If you have a 4x4 Sport Trac, the ONLY way to change the front diff lube is to take it to a Qwicky-Lube and have them do it with a suction machine....unless you want to pull the whole diff out, which is way more work than it's worth when the Qwicky-Lube charges $49.99. There is no drain plug and there is not enough room between the crossmember and the front diff cover to remove it. Sticking your own suction gun into the fill hole to drain it won't work either, I've tried.
