There are 3 options for lockers with the Super 35.
1. Buy the package deal with a Detroit. This is non selectable; meaning it automatically locks and unlocks on it's own.
2. Buy the package deal with the ARB. This is the route I would go as it's selectable and the ARBs are awesome. Downside is you have to pay for the air equipment.
3. Buy just Super 35 shaft kit for $277 and then go and buy an Eaton 30 spline E-locker for Dana 35.
All three of those routes will get you on 30-spline 1541H steel shafts, which are much better than stock. You must have a locker to fit the new shafts, because the shafts are too big and won't fit in the stock carrier.
Gears are up to you. If you're happy with acceleration, just leave it alone. Personally I do not like the 4.10 with 33 combo, it's not powerful enough to me. Depends on if you want to spend the money.
Side note, how do you know they are 4.10? Stock is not 4.10 and I would be surprised if a PO regeared it.