I replaced the stock ATF with gear oil in tranny & diff. They're not that different in shift feel, even gear oil is a lot thicker than ATF. I do have to take it easy on the transmission for the first 1/2 mile or so, otherwise I beat the syncros to the shift.
Synthetics made a big difference for me, especially in our cold start shifting. I think next time I'll be going with a full synthetic ATF except for my LSD diffs.
That reminds me of a question...has anyone used Royal Purple? I was wondering if it was worth the price. I think it's a full PAO class IV synthetic, and it's commonly available around here. I'd switch if I could verify that. There is a lot of opinion floating around about it currently.