what you have to think about is what will your jeep be doing 90 percent of hte time.
me, 30 days in the month. 30 of those days it is on road usage in town. do i need bumpers and gears and all the off-roading stuff? no. what would make my jeep more fun to drive? something that will make it get better gas mileage in town. i want to say more power but power is a by-product of really tuning your engine to be efficient and get better mileage.
say i put on headers and a nice flowing intake. i gain x horsepower by doing this and its more fun to drive. but, if i drive it nicely, i also gain a couple miles per gallon because now my engine works less to move the jeep. i tested this out on my bmw i used to autocross. i built it for racing, chip, exhaust, fuel supply mods, all kinds of little tweaks. not only did my car get from stop light to stop light a whole heck of a lot faster but when i drove it nicely, i got about 25 miles to the tank more then prior.
the problem i face now is my jeep will light the tires up from a stop, no problem. its got a mixed up engine though, 4.2 head on top of a 4.0 block. who knows what is inside? it has a carb from a 63 dodge car that had a 360 v8. it runs great and moves like crazy but gets about 11mpg in town. i can mod the hell out of motor and hope to try and get close to 20, like my wife's fuel injected 93 wrangler got or i can swap in something else and start out getting better mileage before any performance upgrades.