I've heard that the VG30 heads will fit a VG33 block, but the coolant passages don't match up, so there's some screwing around you have to do to make them work. Easier (and almost certainly better) to use the right heads. I'd be concerned about what else was wrong with an engine with a blown head gasket or that was already stripped to a short block.
Your VG30 intake will bolt to the VG33. Use the VG30 intake gasket set. The VG33 exhaust manifold studs are larger, so you'll have to enlarge the holes in your manifolds if you're re-using them. IIRC the oil pan and possibly the pickup tube need either swapping or modification to clear the front diff, depending on what your donor is. Rockclymr's correct on the sprockets. Make sure you get the round-tooth belt to match the round-tooth sprockets.
The balancer is the biggest stumbling block to the VG33 swap. The VG33 crank snout is thicker, so your VG30 balancer won't fit. I've heard of people using the VG30 crank and oil pump in the VG33, so they can keep the stock balancer, but that's an awful lot of work just to use inferior parts. Boring out the VG30 balancer leaves it scary thin from what I've read. There was a one-year-only Canada-only factory balancer that would marry the VG33 crank to the VG30 pulleys, but naturally they're unobtanium now. Mr. 510 makes an aluminum ring that replaces the balancer and allows you to bolt the V-belt pulleys to the VG33 crank without modifying anything else. He reckons the engine is fine without the balancer. The other option is to forget about keeping the v-belts and run the engine just like it was in the donor, accessories and all. Xterra/Frontier VG33s have their accessories in the same places and are supposed to fit pretty well. R50 VG33s swapped stuff around, so they'll fight you more, but I think someone on here made it work anyway. I'm not sure whether the later aircon pump will take the WD21 lines, but the alt and the power steering should be pretty easy to set up.
If you haven't seen it yet, Mr. 510's VG34 swap thread has a lot of good info for the VG33 swap, even if you're not boring yours out for bigger pistons like he did. He doesn't come around here much anymore but he's active on the NPORA Facebook page (as David Carroll).