For getting the sleeves off the end links, a lot of times you have to heat them with a torch. They have been on there for years and are usually rusted together. Note that there is a nut that tightens against the sleeves and the nut has to be loosened, before the sleeves can be turned. Also note that one of the nuts and sleeves have left handed threads (you turn it the opposite way you think you should, to loosen it). It sounds like you might be replacing everything except for the center link.....if this is the case, then you don't have to worry about removing the sleeves.
For removing the TREs from the knuckle arms, the easiest way to do it is to use a big bar/pipe/etc and pry down on the TRE (right up next to the knuckle arm), while someone smacks the end of the knuckle arm hard with a big hammer. Oh, and leave the castle nut threaded on the TRE about a nuts worth of threads....that way when it pops loose, whoever is prying on the end link won't get hurt. Same method can be used for removing the end links from the center link.
Sounds like you are talking about removing the pitman arm from the steering box. If so, you will need a pitman arm puller. You can borrow them from places like autozone. Get the one that has the 2 bolts that hold the arms together. The best way to do it is take the nut and washer off the steering box, then thread the nut back on, about a nuts worth of threads. Then put the puller on, tighten the 2 bolts/nuts snugly that hold the arms together (most have wing nuts on them, so you just tighten them with your fingers). Then tighten the puller as tight as you can against the steering box shaft. If the arm doesn't pop loose, after you have put a lot of tension on the puller, you may have to hit the side of the pitman arm (hit the arm where it wraps around the steering shaft) with a big hammer (it is hard to get in there to get a good swing, since the puller is kinda in the way, but it can be done). Unless you are replacing the center link, I wouldn't remove the pitman arm from the box. Oh, and if you do decide to remove the pitman arm, make a note of how it is positioned on the shaft, before you remove it (maybe take a marker and mark an alignment line, or scratch/scribe an alignment line on the arm and end of the shaft)....because there are no indexing splines on it, so it can go on in several different positions, but only one is correct.