There's a rumour that the Rubi shocks have different valving. I don't think that there's much difference.
In terms of ride height, if you had a 2 door and you put 4 door coils on it, that might give you some extra height....but I wouldn't count on Rubi springs giving you any height. If you do decide to do the swap anyways, you should not need to change anything else, as you won't be getting much height (if any).
To be honest, there's nothing wrong with just wheeling a stock Sahara on 33's - you will learn a lot about picking lines. Other than the basics (recovery points and CB), the one thing that I'd suggest will do you a lot of good on the trail is sliders. Speaking from expereince, the breakover angle of a stock JK 4 door leads to a lot of contact with obstacles. You can probably find a set of Rubi take-off rails for pretty cheap....and if you can't there are a bunch of different brands of aftermarket sliders - some of the high-end stuff is expensive, but you can get into stuff like the ACE engineering rails for pretty affordable prices.