Okay I am installing an ARB Air locker in the front IFS axle of my Suzuki sidekick. At the same time I will be swapping out the aluminum diff for a steal unit.

The aluminum diff however has 5.12 gears in it which I will be installing in the steel third (which has 4.30's) with the ARB. I am wondering which pinion shims I should use to get things moving along.

This will be my first time and I've read that you can do a test fit using the old shims to see where you stand. My questions is which shims should I use: The shims already on the 5.12 pinion or should I put the shims that are on the 4.20 gears on the 5.12 gears ?

A bit confusing 

I'd try the pinion shim that came with the 5.12s first.  It would keep you from having to remove the pinion bearing, to swap shims.
Also, unless you are putting in new bearings, you need to keep the bearings and races matched.  Meaning, if you keep the 5.12 pinion bearings on the 5.12 pinion, you need to remove the 5.12 bearing races from the 5.12 third and put in the steel 4.30 third.

Thanks a lot for the reply and the tip ! I'll give it a go tonight. 

Thanks a lot for the reply and the tip ! I'll give it a go tonight. 

Let us know how it went together, I'm about to do the same thing minus the ARB.

Are you swapping in a steel unit from a Samurai?  Here is a link to BRD HNTR's modification of the oil clearance that needs to be done to make it fit:

http://www.zukiworld.com/forum/build-diaries-how-to-diy/tracker-2x4-rockers-frnt-bmper-4-dr-sprngs-lwered-frnt-diff-$30-steel-frnt-diff/msg198690/#msg198690

Do this BEFORE you swap the gears.  Otherwise you will get a bunch of filing in and have to take it apart to clean everything back up.  As for the bearing shims, if your using a new crush sleeve you shouldn't need any with the ARB.  Just make sure to setup your backlash properly and your good to go.