Do some research...I read somewhere that the 4x4 system requires that all tires be within a certain tread depth of each other. Unfortunately, I can't remember what that is right now.
Point is, apparently if it's too far off, you could potentially damage the 4x4 system. Is this 100% true? I have no idea, so like I said, do some research!
Also, I believe you can have Tirerack shave a new tire to the existing tread depth to match the others...or just get all new tires and purchase from a place that offers a warranty, like Discount Tires. For $25/tire, if that happens to me, for the life of the tire, they will replace it for free.