Yukon makes a HD axle for the '02-'05 KJ's 8.25,they are not chromo axles but one step above stock material.Otherwise the local dealership is where you need to go for a brand new one,could try a junkyard for a used one out of a '02-'05 KJ.Just be aware some '02 KJ's did come with the D35 rear diff also(rounded center section).
I'd suggest replacing the bearing and seal while your at it.You also will need a few qts of your favorite gear oil and some RTV as the diff cover must be removed to get the center pin out thus allowing the axle shaft to be pushed in and get at the c-clip.
Most parts stores will rent you the slide hammer and axle bearing adapters to remove to old bearing.
Pic of the slide hammer adapters to remove the bearings.............

Of course you will need a slide hammer also.