First off I would start with a 5.9L. Same cost to build be you have more power to begin with.
How much do you want to spend? Performance parts aren't cheap for Magnum motors as there are not at lot of companies making them.
Headers? HAHA good luck. $800-$1000 for a set for a ZJ, IF you can find them.
The intake manifold for my 5.9 was over $800, cam was not too bad, $350, springs were on top of that, can't remember what those cost.
And after all that good stuff, plus a MSD ignition box and KN CAI, it still gets crappy milage and the HP increase was pretty disappointing. Still needs exhaust and custom programming to really make it go.
My advice is to cam it and do a mild port job on the stock kegger(intake) and call it done. Take the rest of the money you would have spent and re-gear it.