Bump cause I am in the same boat, with a 4x2.
This is how I did it on my 2000 Expy 2wd.
Turn off the sir suspension switch. Jack vehicle up. Remove rear tires. Support rear end. Remove lower shock mount bolts. Remove lower sway bar mounts and let sway bar swing free. Lower rear end all the way down. Pull out pin on top of air spring. Remove air line and solenoid then pull out air spring. Put new/used colis in and reverse the steps to put it all back together.
I order the Monroe conversion kit, Part #90005, from RockAuto.com. it came with the rear coils and front/rear shocks for $210 shipped to my door. With a friend, we did the rear conversion and replaced all 4 shocks in about 2.5 hours.
You have to leave the air suspension switch off. The check suspension light will reamin lit, but you can remove the bulb if it bothers you. There's another method to turn the light off that enables you to leave the suspension switch on (so you can retain speed sensitive steering), but it involves removing part of the dash and cutting a wire from the air suspension control box.
Hope this helps. It's a relatively easy job, but is best done with a helper.