The front and rear diffs have breathers on them, they are small metal vents sticking up on the top of the axle. you need to mount hose on them and rout them up high on the rig so when you do go balls deep in water your axles don't fill up.
As for the tranny and T-case they have breathers as well, they look similar to the diff breathers. They are on top of the two components, do the same as the diff breathers.
And for the engine, the intake is the main concern. A snorkel, prevents from hydro-locking your engine. But your electrical is going to get the shaft if you dont do somthing about that. I have heard people filling there distributors with vaseline? (I'm not 100 percent on that)
You just need to make sure that you have all of your electical sealed up good.
Im not sure how deep of water your thinking of going in, but if your thinking about powering through river thats 5 feet deep you should probably think about taking a different approach to that.
Amilla