Welcome to CT, Kevin! :waytogo:
Impossible (without a major aftermarket conversion). 2001 - 2004 Double Cabs were all automatics. Converting to manual is a substantial job and will entail substantial costs. So will the alternative - transplanting Double Cab cab and bed onto a manual XtraCab frame. It *can* be done, but I notice elsewhere that you mention 'budget' concerns, so ...
If you want a detailed look at what the transmission transplant conversion would involve, look here:
http://www.customtacos.com/forum/showthread.php?t=137151
The 2001 - 2004 'Sport' buckets were available only on Double Cabs with the Limited (option) package and the S-Runner sport models. I can tell you from experience that these seats are not impressive ergonomically (P.S.: I'm a senior human factors professional with a bad back, so I know more than a bit about this ...). The seat cushion is suboptimally short (I'm about 6' 0" tall) and the electric lumbar feature is pretty ineffective (small range of adjustment; not much noticeable support when fully 'extended').
I immediately swapped out my new Sport buckets for Recaros:
http://www.CustomTacos.com/gallery2/showphoto.php?photo=8316
... both of which I got off eBay for about 1/3 of their MSRP.
Over the years I haven't noticed any more complaints about Tacoma A/C issues than for other vehicles - just the usual 'needs recharging', belts, etc.
No - not if you're referring to the 4Runner Multi-Mode shift-on-the-fly system with the center Torsen limited-slip differential. There is no auto-shifting between 2WD and 4WD. You have to manually engage / disengage 4WD on Tacomas.
On the 2001 - 2004 Tacomas the main modification is swapping out the center portion of the grille face (the 'grille insert'). There are aftermarket mesh, billet bar, and expanded metal inserts available. These are installed by cutting out the OEM plastic 'bars' and attaching the new insert. There may be at least one vendor still offering all-in-one units you can simply swap out, but at last notice those were 3 or 4 times the cost of the inserts.
The white gauge faces are integral to the cluster unit, so they can't be separately swapped out. The white-faced gauges were included in certain trim package (like the Limited Package). The cheapest approach would be to purchase an aftermarket gauge face overlay (plate tailored to fit over the OEM gauges) in black (or paint it black / whatever).