Always a tough dilemma once you start having to sink what feels like endless money and work into a rig. One thing I'll mention is that shifting into/out of 4 wheel drive is controlled by actuators within the transfer case, not the transmission, so the transmission work you had done will not address that issue.
You didn't mention what year your rig is or what the mileage is, but assuming it's a 2nd Gen with over 100,000 miles, you're probably due for cats, which is likely where your smog issues are coming from. This is where you really have some tough choices to make. The cats alone usually run well over $1,000, and the job to replace them is a big project. Some folks on this site have had recurring issues with having to replace cats, and it's even led to some of them choosing to get rid of their rigs. Others bite the bullet and pay the premium for OEM replacement and for a professional to install them, so the work is warrantied and the issues are kept at a minimum.
Selling the rig as-is won't get you much of a return, especially with smog and transfer case issues. The aftermarket parts will fetch you pennies on the dollar if you sell the rig with them intact. Most buyers aren't willing to give you more than the value of the car itself, even with thousands of dollars worth of aftermarket equipment installed. Parting it out will get you more $ back for those items, but is also the slowest/most difficult method to sell it all off. You need the space to store and tear the rig down, you need the time/tools to do it all, and you need the means to advertise/sell everything. Plus, if you still plan to try and sell the vehicle somehow, you'll need replacements for some of the items you're selling (tires, bumpers, suspension components, etc.), unless you've kept your originals and plan to throw them all back on. This is not impossible, as you can usually negotiate a "swap" as part of the sale of your existing stuff, but that will impact the prices you're asking for stuff, the number of people/customers you appeal to, and the timing/work involved, as you'll usually want/need the rigs side by side to swap components over. Basically, each sale becomes more of a mod-session instead of a quick meet-up and exchange of money/parts. A simpler option is to junk the vehicle afterward, but again, you'll get much less money for this option.
Your bumpers, skid plates and sliders will probably sell pretty quickly through forum posts. The tires could be fairly desirable, too, but the cost of removal/exchanging/mounting/balancing can be prohibitive for folks if you're asking anything close to what you paid for them. The more universal items (Pioneer audio components, Yakima Loadwarrior basket, Warn winch, etc.) might be best sold through platforms like Craigslist or OfferUp, as you'll advertise to larger audiences and generate more demand that way. Some of the other items (the daystar lift components, the shocks, the seat covers, etc.) are easier to ship, but are in very low demand via the forums and you may end up selling them for half what you paid.
Not trying to be a downer, just trying to help you better understand your options. In the end, it's always a balance between money/time/convenience. The fastest/easiest option is to simply sell your rig complete, but this will cost you the most money (by giving you a very small return on all the money you've already spent). The least expensive option (by giving you a larger return on the money you've already spent) is to part-out and sell-off everything that you can, but this takes much space/time/effort. The middle option is to keep the rig and fix the issues, which is also not cheap or easy, but will allow you to keep the rig and all of your aftermarket parts.
Tough choices indeed, and I hope you get it all figured out soon.
