I agree with all the above statements but have something to add. If you put it in drive, then quickly put it in reverse, does it engage? Mine started doing that a month after I bought the truck almost 3 years ago. I've put about 60k miles on it since then and after a flush, filter change and adding an external cooler AND filter it has seemed to get better. In mine if you get it to go in the first time it will engage 50 times after that.
But if it doesn't engage at all it is usually cheaper to just get another known good tranny from another truck. The autos in these things are very strong just the stock cooler clogs and no fluid = boom.