Well today was my first voyage with my samurai since I've been building it for the past 2 years... Really enjoy the little thing but man is it slow... I'm lucky to get up to 45mph. My question is I have 33s on it what gears would suit it best? and they are re-geared through the transfer case correct not at the diffs?

How does 4.9:1 gears for the TC and 4.57 for the diffs sound, since im here in FL with all the flat land.

easy 513 from front of side kick . junk yards are full of them by me they are $65 a punkin at pick your part...

A 6.5:1 with stock gears in the diff should do you pretty well.   Be careful of going to low, if your thinking about doing both gears and a t-case do the t-case first, then the gears if needed.

I would run through a transmission calculator to see what combination works best for you.

http://www.solemnwarning.net/transmission/

... I have 33s on it -- what gears would suit it best?
and they are re-geared through the transfer case correct not at the diffs?

You can change both transfer case gears and R&P, although on a 4WD vehicle you must make both front & rear differentials' R&P ratios the same.  T-case gears are identified by their low-range reduction (e.g 4.16, 4.9, 5.13, 6.1, 6.5 etc.), although it's often the high-range reduction that really matters on the highway.
Changing T-case gears does not affect speedometer (in-)accuracy, althought tire diameter and R&P ratios do.  For best speedo accuracy, change  tire size and R&P ratios together. This also minimizes the additional torque stress on the T-case and its mounts.  True 33's are about 26% oversize, so ideally you would choose a R&P ratio that's about the same, i.e. 3.73 x 1.26 = 4.68.
The closest avaiable Suzuki R&P ratio is about 4.6 which would be a good match for true 33's. If you have a pre-'88.5 Zuk 5-speed with the 0.795 5th OD gear, you could even go up to the 5.13 R&P. 
Alternatively, you could mate a 4.16:1 T-case gearset with the ~4.6 R&P and be about right (in high-range) as well, and have pretty good low-range, the equivalent of 5.22 low-range gears all by themselves.   
If you put ALL the reduction into the T-case, you'll have to really reinforce the T-case arms and mounts, since it carries all the reaction torque.  There's a good article from Brent from Trailtough at: http://www.trailtough.com/index.php?view=article&catid=36:techinfo&id=60
There's a good chart at: http://www.lowrangeoffroad.com/index.php/suzuki/samurai/transfer-case.html , but above 31's or so, you should really consider changing the R&P ratios in addition, if you don't want to risk breaking driveline components. Driving style will also have a large influence on your results.

change them t/case gears first.

and yes samurai t/case gears do lower high range too.

also if you (anybody) can find good thirds for 65 bones grab them up!!!!

Yeah That article really helped out thank you. Brent is actually the guy who told me to do the 4.9:1 with the 4.57 gears. Lets say I do the transfer case first and save up the money to do the R&P in like a month or so after the transfer case... Would I be able to drive it without screwing to much up?

You should be just fine.

So what your saying is I should be able to go past 45mph and not fry my clutch with just the TC gears? haha

In theory you will be able to go way past 45 with that set up it will just take a while to get there.(the higher -numerically lower- the axle ratio the higher top speed can be achieved). Yes it will be a bit harder on the clutch. Take your chances or wait on axle gears.I would do what my budget allowed.

Yeah im putting a new clutch in it this weekend... I had to take the tranny out anyways because the front input shaft seal is leaking so I figured I would put one in while I have it out. How hard would you say it is to re-gear the TC?

I've never done a samurai case but you will need access to a press more than likely. There are some great wealths of samurai info on here maybe they will chime in on Sammy specifics.