Before you start the mods, find a Jeep club in your area or go to a few Jeep outings. There, you will see what works and what does not. Also, look in the Four Wheeler or other off road magazines and look on line for the look and performance you want.
If you don't have much off road experience, get out off roading for a year or at least several trips with the vehicle as you bought it. That way, you will better understand the vehicle's and your own strengths and weaknesses as a vehicle and as a driver.
How much mechanical experience do you have? If not much, leave the complicated stuff to a four wheel drive mechanic. Some of the Jeep catalogs and web sites will rate repairs and equipment installations. If you are not an experienced mechanic, maybe try a few easy things and leave the big and complicated items to a mechanic.
For example, I wanted a long arm suspension for my Jeep and I am pretty mechanically inclined. But cutting and welding were required, and while I could do it, it would have taken a month or more of weekends. So I paid the local 4x4 shop to do the job and they were done in under three days. On the other hand, installing a bumper is pretty easy if you have the tools, and I do so I did that work myself, along with a CB, roll cage enhancements, etc.
Good luck and have fun. Just remember, Jeep stands for Just Empty Every Pocket.
