Yes, you need to swap axles, the stock Sami stuff barely holds its own with the 1.3s and 1.6 swaps, anything bigger is asking for broken parts.
1.6 is a nice easy weekend swap and not too bad on the pocket book if you can find a good engine at a decent price.
2.0 is a decent swap too, call Brent at Trail Tough.
VW diesel is a pretty kick-ass swap, but as mentioned above, can get pretty spendy. Great mileage out of them though.
2.3 Ford is a great engine, but at the same weight or more as many V-6s, not worth the weight increase for not as much displacement.
4.3 Chevy is also great engine, but a 90* block, so it has to sit fairly high to clear frame rails.
2.8/2.9/4.0 Ford V-6 is a great V-6 swap, 60* blocks so they fit right down in the frame rails. The 2.8 and 2.9 have had some overheating issues (until you drill the heads) but provide decent power and torque. The 4.0 is the cats meow, big power and torque (for a Samurai) in a small package. And there are Ford V-6 engine mounts available that allow you to bolt the block right to the Sami frame in the OE holes.