I am having the same problem w/ my 2000 XE V6 4X4. First gear has also left me. Happened at 118,000 miles. I believe what happened to mine is that the throughout bearings and syncros went bad, grinded a gear tooth of 1st which tore the other teeth off. Local place quoted $950 for the clutch+labor and then another $1300-$1800 for the tranny depending on if I go with a used one or not.

How'd it turn out for you?