you'll need the basics. an appropriately geared front axle, a front driveshaft, a shorter rear driveshaft, 4wd trans, t-case, t-case shifter linkage and brackets.
frequently it's cheaper to buy a whole XJ to get what you need. (you'll still need a rear shaft because the XJ is too short)
now's the time to think about lift, re-gearing, etc. since you're taking everything apart anyway.