I'm looking at the N20 DC motor which is fairly popular. Does anyone know if the shaft could be swapped out for a threaded shaft?
If you wanted to use the folded reduction gear set you linked but have a threaded output shaft then you could either try to get someone to make you a shaft ($$$) or you could buy one of the motors I linked to and swap the shaft out. This assumes that the gear attached to the shaft is the same size.
Regarding how - look around the shaft where it exits the reduction gear set. On the motors I linked there are two screws, which should be the same on yours. Take a lot of pictures before you remove them, remove them with the whole motor over a plate or pan, and expect all of the gears to fall out when you remove the screws.
Then it's just a matter of pulling the old shaft out, putting the new one in, and trying to get all the gears in place. For that last step, try putting some extra grease on the gear shafts. The viscosity of the grease will act kind of like glue to hold them in place until you get the end plates reinstalled.