Here is a question. If I change my rear gearing to 4:10 do I need to change the front? If so what do I need to chage it to?

YES!!! Same as the rear, 4:10

Has anybody ever changed the gears out? Not just put a 4:10 built diffental in but put the diffental together themselves? Just buy the gear and pinion?

Hi- yes I've done it and it's not hard but it's also not for the inexperianced, and judging by your first question,you are. If you could get someone that has done them to give you a hand you could do it, but you have to get your backlash set right with shims, and you should replace the crush sleeve when you're doing this and it requires proper torque. As well you should replace seals while you're in there as well as any bearings that are worn. Also check the spyder gears. All this requires some specialized tools and knowledge. The reason you have to change gears at front and back is so when you're in 4wd everything meshes properly. I have seen one truck with 3:42 in the back and 3:73 in the front. The backs were put in by mistake. This is very hard on everything as the front tries to drag the back tires because they were turning at different speeds- that was on gravel. On pavement everything binded badly. Once you start pricing gears and parts for this you may change your mind- they don't come cheap!