I've swapped mine and my brother's beds back and forth. I think this is everything, but it doesn't hurt to double check with your own eyes as your working. You'll notice that the bed bolts have a thread locker on them, so you might want to clean the old stuff out and put some new stuff on. You'll need a T55 (I think, or T45) socket to get those out, and probably a good sized breaker bar.
-bed (easily lifted with one other person, grab in the wheel well)
-tail gate (take this off first, makes lifting the bed MUCH easier)
-bumper (don't forget your license plate)
-filler neck/tube*
-grounding strip**
-tail light harness***
-take out your spare tire lock (if equipped) and swap it to the new bed
-mud flaps
*On the filler neck and tube, you'll want to keep your filler neck. If you can get away with just trimming your tube, lucky you. If your tube crumbles apart like mine did, you'll have to get a new one. For a new one, just go to a boat supply store and get a piece of fuel tubing that's the proper diameter (Ford doesn't sell the tubes, just the entire gas tank assembly, for over $500). You might need a vent hose too. Go ahead and get new clamps. Also, hook the new tube up to the tank, then put the bed back on, mark, trim and install (lube helps) the tube on the filler side. Another side note here, my brother's truck and my truck both had different sized fuel tubes and vent tubes, which is why you want to use your original filler neck.
**Make sure you get this, or make one. One end should be between the filler neck and bedside, held in by one of the filler neck screws. The other end will be screwed into the frame. I had to drill a hole in my frame to put this in. THIS IS VERY IMPORTANT!!! You will explode when you fuel up if you forget this piece, so you could say it's the most important part of the swap. If you choose to overlook this, please have someone film you from a distance when you fill up so that we can submit your death for Darwin Award 2010. Ok, all joking aside, don't forget that part. I will personally dig up your remains and dress you in a princess outfit for ruining a perfectly good Ranger.
I think that's enough of a reminder...
***On the tail light harness, I'm pretty sure you can keep your harness and use it on the step side bed. If you trade beds with someone, then trade harnesses so they don't get screwed because the step side harness won't be long enough for the styleside bed. You also might want to take into consideration the year and 2 or 3 bulb harness features. You may have to do some wiring if you trade harnesses and the years are different enough. Or if you're lucky, you can dig up a harness at the junkyard/ebay that'll make it easy... if you need the harness. Aside from that, if you decide to use the harness/lenses on the step side, all you have to do is unclip the harness and not bother to remove that from the bed.
One more thing... Where are you located? My brother has a 2002 stepside and he'd rather have a styleside. I'm sure he'd trade you straight up if everything is in comparable shape.