Start with the simple stuff like rocks in the pinion or jammed in one of the universals. Then, if it's a diff brain, make sure they are all unlocked and take the shafts off of the outdrives of each diff to see if you have a goobered up wheel bearing or differential. Once you determine where the problem is, tear it down and see what's going on.
There is a small pin (2mm wrench) that goes into a plastic collar on the end of each drive shaft. That's the part you need to remove to see what's grinding.