It can be done. I did it on my 04 frontier (same drivetrain). You will need a new transmission or the rear housing of a 4wd trans and a new mainshaft. ( i scored a trans off ebay for 450 shipped with about 40k on it) Then you will need a transfercase, front differential, front crossmember, outer knuckles/spindles, cv shafts, and t-case shifter. It all bolts in. Checkout all the online nissan forums for people doing a sas and you can usually pick up all the front end parts for less than 400 plus shipping. with some patience looking on the internet i'm sure you could do the whole swap for less than 1500. The rear locker alone is $1,000, ARB is the only person that makes one for your axle. With the rear locker alone you will be quite capable but things like deep sand will still get you stuck where factory 4wd would carry you through. Personally i think the rear locker would be the least amount of work. Then get a good front bumper and a winch and you will be able to get to most rural spots without issue.
