R&P vs. crawler gears: 33" tires are just on the bubble of benefitting from lower ring and pinion ratios. What year X do you have? If you have a non-supercharged 2002 or newer, you already have 4.90:1 gears and 33s shouldn't tax them much at all. The older ones with 4.636 gears are a bit more labored by 33s, but still manage alright except on long grades or at high altitude. The SC has the 4.636 too, but the extra power makes up for it.
Do you have an automatic or a manual transmission? if you have an automatic, the crawler gears aren't quite as necessary, but they will still be quite nice either way. Before getting them though, you have to consider what sort of 'wheeling you're going to be doing. If you're not planning on dealing with rocks or other "large" terrain that you need to be very slow and delicate over, you really have little use for them. If you find yourself smoking your clutch a lot on the trail, you'll find them a godsend.
The factory LSD is useful, but marginal. It can be easily tweaked to perform a LOT better (near-locker-like) pretty easily for about $50-100 in parts if you're reasonably competent working with vehicle internals, but results can vary somewhat. I'm planning on doing mine this spring. One caveat, it can make the rear end prone to side-stepping on slick surfaces if you're not mindful of your throttle.
Front LSD: Calmini and AC offer them. I know the Calmini one is a genuine OEM Nissan unit (used in the 300ZX) with a minor modification and is very effective. AC wouldn't tell me who makes/supplies the one they sell, and I'm therefore leery of it.
Lockers: you can't go wrong with ARBs. If you can afford it, go for it, especially in the rear. For the front, the Calmini LSD is cheaper, but not a lot. You should have the ARB in the rear before the front, so the compressor cost is moot up front. Install of the ARB will be a bit more costly.
If you're planning to get real serious about 'wheeling, the ARB is the way to go up front, otherwise the Calmini is certainly adequate.
NOTE: any front traction aid will mandate an aftermarket steering system (Calmini or SLR).
Computer upgrade is expensive, and best left until you have complete all other performance modifications so it can be programmed to take them into account and make the most of them.
K&N Filter Charger: The one that replaces the stock filter is about $40, but if it did anything for power on my Xterra, I didn't notice it. The full intake replacement kit (FIPK) runs $200+ and I don't think it's worth the money either, a handful of extra power you might barely notice, and the liability of easier ingestion of water off-road if you're game to tackle bumper-deep crossings.
Brent