For your 6-speed transmission, Redline MTL, Royal Purple Synchromax, and Amsoil Synchromesh are good lubricants. Personally, I'd use Redline MTL which you can get from www.summitracing.com
Use ATF in the transfer case. Literally any type of ATF is fine inside the transfer case but one of the best choices would be ATF+4.
For the axles, nearly any good quality GL-5 gear lube viscosity is fine. 80W-90 or 75W-90 is a good all-around viscosity, or use something like an 80W-120 or 85W-140 if you tow a trailer. If you have a Tracloc limited slip differential, make sure the back of the gear lube container says words to the effect of 'Compatible with limited slip differentials' which means it has the friction modifier additive required by the optional Tracloc LSD which you may or may not have. If you don't know, it's ok to use a gear lube with the additive even if you don't have Tracloc. Valvoline, Havoline, Mobil, Mobil-1, Castrol, Pennzoil, etc. would all be good choices. The exact viscosity is not critical, anything close to the above recommendations will be fine.
If you want to freshen up your power steering fluid, make sure to use ATF+4. Jeep stopped using power steering fluid in the power steering system in 2002.
That should get you started, enjoy your new Jeep.