You're correct, the 300zx diff WILL fit, with some modification. Can't remember exact install details, but I think you need at least one shaft from the Z. If you opt for the turbo diff, it will slow your car down quite a bit, as the gearing wasn't intended for the sx.
Another common one to use is out of a J30... 95+ needs no mods for S14, but it will slow the car a bit... (I think it's SIMILAR in gearing, because J30 is same platform as Z32)
Best to use is the 240sx diff, but hard to find. . hehe. . I found a J30, and I haven't installed it, but I'm happy... gawd... I get no traction.
-Rob
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