Out of all the gears for it to be stuck in, you lucked out. 3rd is going to be about the easiest to get the tranny out with.
Aside from the normal PITA of removing a 4x4s tranny, nothing too hard. When i swapped trannys i had a friend come over and we pulled and reinstalled the transmission and t case as one unit. Was very heavy, and hard to move around. We used 2 jacks to help us install it. It actually went quick (maybe 10 minutes to get it mounted), but was a pita. You are supposed to seperate the tcase from the tranny on the vehicle, then install the tranny, then install the tcase. Do whichever you choose.
Have fun. Replace the clutch while your in there.