Real easy...
Sell your 4x2, buy a used 4x4.
Anything else is not worth it unless you can get the goods for dirt cheap. You'll need a new transmission, a transfer case of course, the front diff and mounting hardware/crossmember, spindles/knuckles, CV shafts, wheel hubs, and 4x4 locking hubs. And a few other small odds and ends like a front driveshaft, and I believe a new rear driveshaft.
It's not at all worth bothering with in my opinion. There have been 2 or 3 people that have done it though.
Brent