This all depends on how handy you are with a wrench.
The T-case fluid change isn't all that hard - a search should turn up some threads on the exact procedure, I don't have all that info handy right at the moment.
The O2 sensor isn't too bad at all - you have to rent the special sockets for it from AutoZone or Advance, but then you return them and get your money back. Best way to do this is drive the vehicle and get it up to temp. Shut it down and wait a few minutes, then get in there and being careful not to burn yourself unhook and remove the old sensor from the manifold. It will be tight and might give you a little trouble - be gentle however because if you strip the threads you'll be looking at a possible manifold replacement. If you buy an ACDelco replacement sensor it'll come with the threads pre-treated with an anti-sieze compound, just screw it in til it's tight (don't actually know a torque for this, but good judgment will tell you when it's tight) and hook the wire up and you're done.
Changing the transmission fluid and filter (dropping the pan method) isn't the same thing as a flush. Dropping the pan and changing the fluid in it and the filter only changes part of the fluid in the transmission - a flush, well, flushes out all of the old fluid, on top of dropping the pan and changing the filter. Either of these is a little more involved than the T-case fluid or the O2 sensor, and unless you're comfortable with a big mess from the fluid, getting dirty, and with getting the filter, seal, and pan all put in just the right way, then you would probably be better off to have a reputable and trusted mechanic or shop do this.