The tire pressure monitors are simply small, battery operated units attached to the inside of the valve stem. You should be able to transplant then into most new rims without any problems. Some Z and G guys have had fitment issues with them on certain rims with wide lips and very low profile tires, but I'd think they should be ok for most wheels you'd put on an FX. No way to know for sure, though, until you actually try it; just depends on the clearance behind the valve stem area. I believe the sending units are about an inch square and a bit less in thickness.
If you take it somewhere other than the dealer to swap the rims, make sure they follow the proper procedure (actually, watch your dealership tech as well, as I caught mine doing it incorrectly when they put on my chromies). When they break the bead of the tire, they need to stay away from the valve stem/sending unit, or they might damage it. Once the bead is broken, they need to loosten the valve stem and allow the entire unit to fall into the tire before removing the tire from the rim on the machine, or again, it could be damaged. I think I'm remembering all this right; the full procedure is in the service manual. At any rate those little buggers are expensive; you probably don't want some grease monkey breaking one.
As for the other rims you mentioned, as Esemes said, you'll have to check the offsets and see if they match.