Depends on your right foot, budget, and what your goals are. Time frame as well.
Fixed it for ya, heeps.
petersra, what you need for an axle depends on what you do - and even more on how you do it. If you have an open front diff and don't spin your tires when going over obstacles, you may not even need cromoly front shafts. All in all, odds are that 33's on a Dana 30 will work just fine. If you don't beat on your rig I wouldn't get too stressed about sleeves and gussets up front - that's not where your weight sits.
If your goal is to have a bulletproof setup for overlanding - lots of miles, not getting stuck in a way that you can't recover yourself, and moderate obstacles, then what you need isn't what most "off-road" guys tend to have on their rigs. They (we?) deliberately seek out the biggest rocks just so that we can bounce off of 'em. Don't let our particular brand of sickness change your planning too much.
By the way - the LSD in your Sahara can work very well if you ride the brake pedal. I did Hell's Revenge and Poison Spider/Golden Spike/Gold Bar Rim with a Sahara driver this year....she had 34's and was open/open, and made it over obstacles with less drama than some of the guys with lockers and 37's. Knowing HOW to use your rig is often more important that WHAT your rig has bolted onto it.
If you have 33's and tow - and carry a lot of weight - I'd consider re-gearing to somewhere around 4.88's at the same time that you install that rear e-locker. Leaving the front open is probably fine for an overland rig. Maybe a truss in the rear and maybe cromo shafts....but that's very possibly overkill for 33's unless you run beadlocks and really wheel it hard.