They're not the lightest things in the world, but not unreasonably heavy...I wouldn't want to be under one when it decided to fall on me, though.
To the OP: it's an easy swap...just take your time and study on it. Disconnect anything that connects it to the frame/driveline, and you're done with removal. Since it's the same thing going back in, you'll have an easy time of it. Just turning wrenches, is all. Technically, no more difficult than changing spark plugs...although somewhat more time consuming. Sell those stock axles and make a couple dollars back, and you'll have re-geared for less than $100! Or, even better...keep them for spare parts.
I figure I can probably sell my axles for more than 100 bucks, so I'm likely making money on this ordeal. Yeah, I'm still stuck with the Dana 35, but I can't wait to feel the difference between 31s with heavy steel wheels on 3.07 gears vs the 4.10.
You can leave your front brakes on and just use your calipers on the new axle. The rears you have to disconnect the brake lines and then bleed the brakes. Thats the only thing not mentioned in the thread yet. I just did this with a 30/35 with 4.56's and added a Spartan locker to the front. Its so much better.
At one time in history, I had 3:07 gears...... they suck!! You will LOVE the 4:10 gears. Personally, if it was me, I'd swap only one axle at a time. Start with the rear axle one weekend. Saturday to do the swap, Sunday to test drive and work any issues out (if any). Then the next weekend, do the front axle on same Saturday/Sunday schedule. I'd start BP Blasten every bolt now. Make sure you have Jackstands and that you are very very safe in the manner you support the Jeep... Having a vehicle fall on you isn't something you want to do. If you can sweet talk a Jeep buddy into helping you, I would do so as it is always nice to have a couple extra hands.