I've done that exact swap myself last year.
the 3rd member is heavy as all get out. So be ready to catch it when it comes loose. But the rear is really simple to remove just as billygoats said. You probably only need to pull the rear axles out ~4 inches. at the junk yard, I just yanked and didn't worry about other connectors, but on mine I did unclip the brake cable, and be cautious that you don't tug too much on the wheel speed sensors. I removed my wheels at home because it takes weight off the axle.
The front is a pain. You can pull just the gears, but then they need to get setup in your housing. I ended up pulling the whole front axle tube from the 95 and putting it in my 99. To get it back into my 99, I ended up pulling out a cross member to give me more room, but once I pulled out the cross member, the it was a big challenge to put back in because up on the jack stands, things shifted just enough.
You'll need the axle shafts from your 99 front, as the flanges from the 95 and 99 aren't the same.
The 95 has the 4.636 gears, and with my 33" tires, the speedo is spot on with a GPS. So I think you end up with the same engine to wheel ratio on 33s after the swap as stock tires before.
I did mine easily in a weekend, and have a thread on it somewhere here as well.
when you're done, don't screw up your current rear 3rd.... it'll have a locker that some poor owner of a '00 without a locker might want
