Circle D transmission did some work on my Jeep, it has an auto but they are a great shop. 13706 Hempstead Road (Hempstead and Fairbanks North Houston Road)
I've had fantastic luck hitting the salvage yards along Hwy 249 between Beltway 8 and I 45. There are about 8 places along there. Some are pretty expensive and won't deal, and some are happy to get rid of anything.
Usually they pull all the motors and trannies out and store them out of the rain. I've found serviceable transmissions, transfer cases and engines.
Best thing to do is go every few weekends and buy a few small things until they get to know you, and talk about the project you're doing. Once you're a familiar face you have a better chance of getting a really good deal on a part.
Also check out JeepForum.com for writeups on doing the installation.
As far as the installation goes, I don't know of any shops off hand but transmission swaps are usually pretty straightforward. I would give it a shot yourself.
There are some reputable sellers on Ebay that deal primarily with Jeep parts. I have to get a replacement AX5 soon. With a few tools and a transmission jack you can do it yourself.