I had a local shop install gears in my Jeep last year. I believe the shop charged $500 labor per axle if the axle was in the vehicle and $300 or $400 if the axle was out of the vehicle.
Add to that the cost of gears, install kit, bearings/seals if needed, and other stuff that bullitt listed and $800 doesn't seem too bad.
I ended up paying $1800-$2000 for both axles which included labor, 2 gearsets, 2 install kits, a used trutrac LSD for the front axle (IIRC he sold me the trutrac for approx $200), and some other odds and ends. It was more expensive than other shops in the area but this guy has an amazing reputation so I paid the price.
On the other hand, the next time I need to do gears I am going to buy the tools and do it myself.
2005 Windveil Blue GT (MT)
93H Bama tune, JLT Series 3 CAI, FRPP CMDPs, Pype bomb super system, 3.73 gears, Steeda shift bushings, Saleen short shift block
Steeda ultralite springs, Tokiko D-specs, J&M Extreme joint UCA/LCAs, PHB, C/C plates, bumpsteer kit, Steeda Q1S wheels, 2011 GT brakes, 275/40R18 Sumi HTR Ziii tires