You need to get the newer design heads the '99 to '06 heads had valve seat issues.
Ford part number: 6U7Z-6049-A
Fel-pro has a head gasket set with all needed gaskets, make sure any set is for Ranger 3.0l or Mazda B3000 not Taurus or any other Front wheel drive car, they are different, heads are the same, just the gaskets are different.
Head bolts need to be new as well, '99 and up used longer head bolts than '98 and older 3.0ls
Good read here on 3.0l changes over the years: Ford Ranger II 3.0 liter Engines
Machine shops can often rebuild your heads for less than new, if head(s) are cracked then they can often get a better deal on new, worth a phone call.
Heads weigh alot, so pricing also needs to include shipping, and core charge if you have to ship back old part, and if old head is cracked..........they won't refund core charge.
Local autoparts store might cost a few dollars more, or might not, but in either case being able to return the wrong part quickly, and get correct part quickly can be worth a couple of bucks if this is your daily driver.
That's for heads, head bolts and gaskets, I would start there, get their best prices then look on-line for a better deal, and weigh the cost difference.