The manual will tell you to flush the transmission every 30k. If this is done regularly there is no need to change the tranny filter but you can do it once in a while if you're anal. If it's mine, I change the filter too at 90k and flush it. A tranny flush is much better than just dropping the pan and changing the filter and what ATF you can get out. The tranny will not last much past 100k if you do not do this religiously. Just ask my sister.
On a 4wd the manual says to change the transfer case lube every 60k but it will look like tar by 30k and it is not difficult or expensive to do.
Every 30k you should change the air and fuel filters.
The axle(s) are good for 100k but you can do it sooner if you want to be picky. The only way to do the front diff (unless you want to remove the entire pumpkin from the frame) is to take it to a quicky-lube and have them change it with their suction machine.
Coolant depends on what year you have, some have long-life coolant, but I would change it at 50k to 75k.
