OK, here is my question, I am wanting to upgrade my ride to a 4WD, I have access to the front axle to put in, has anyone on here taken on this kind of project? Been a mechanic about all my life, and can do majority of the work myself. Am I taking on to big of a project, how much will I have to invest? Wanting to make it a go anywhere vehicle, so any ideas or pointers let me know!

You'll need more than just the front axle, and be warned, the Sport variant is not that common, so if the particular part was not used on the base Sidekick, it may be difficult to locate.

You say you have the axle - is it a Sport axle - because the Sport axle IS different - the CV axles are longer.

You're going to need a transfer case, quite possibly the complete transmission & transfer case assembly (and the transmission is again different to that of the Sidekick), front tail-shaft, possibly the rear tail-shaft, and it's my understanding that some vehicles will need a mounting bracket welded to the frame.

It is "do-able", but the real challenge lies in locating the parts, and the general consensus seems to be that without a donor vehicle, it would probably be easier to sell your 2WD & buy a 4WD.

All of the following info pertains to manual transmissions.

You will need a 4wd transmission, unless you happen to have a sidekick that has a dummy transfer case (some 2wd sidekicks and x90s came from the factory this way). In these setups, a 4wd tranny is used, but a "transfer case" that only has the input shaft and rear output shaft assembly in it is used.
So if you don't have a dummy tcase setup, you will need a transmission from any 89-98 4wd trackick (sidekick or tracker). The only difference in the transmissions between sidekick sports and regular sidekicks (or trackers, or x90s) is the bellhousing (and the bellhousing is interchangable).
One other note...It is preferable to get a transmission that originally came in a trackick or x90 that had a 16V engine. The transmissions behind the 16Vs had a .795 5th gear ratio, where the ones that came behind 8Vs had a .86 5th gear ratio. It isn't a big deal if you don't get a tranny that has the .795 ratio...but it does drop your engine RPMs about 300 at 60MPH.
The front axle assemblies/housings are the same as any other trackick (or x90). But as was said, the outer CV shafts are longer in the sports. So you'll want to get the outer CV shafts from a 4wd sport. I also believe the axle drop brackets are different in the sports as well. So you'll need a set of them from a sport.
Of course you will need different driveshafts, unless you have the dummy tcase setup that I mentioned above. If you have that, then the rear driveshaft can be reused.

I believe I have either posted, or posted a link, on here that explains what it takes to convert a 2wd trackick to 4wd (as I have done it a few times). So you should be able to search for my posts on here, or on zuwharrie.com and find out all the details what it takes.

In my experience, other than the transmission mentioned by Skihiranger, the two wheel drive transmission can not be converted to four wheel drive without tearing the transmission apart and changing the output shaft.  The output shaft is too long to add the transfer case to, and the splines do not go far enough up the shaft to cut it off at correct length and connect to transfer case.