Figuring out what you want for tire size would be step #1, which looks like you've decided on 33's. From there do lots of research on what you need to get there. There are lots of posts here or on jeepforum. It's always nice to ask your own questions, but keep in mind some people don't like answering common questions from the new guys(more so for jeepforum)
For me I went with 33's because they make the jeep look well rounded and funtional with out going extreme; there should also be less stress on the drivetrain and with stock rubi wheels I kept the tires tucked in, no need for new flairs and not so hard on ball joints.
I had done some engine mods when I had 31's and to be honest made it more responsive than a rubicon in stock form, mind you it was expensive for what I ended up with, but I'm still glad I did it. With 33's and 3.73 gears I can get by on the highway in 5th just fine; if it's windy, and it has to be really windy, 4th isn't reving too high and when there is no wind 5th cruises well, can even pull most hills in 5th. A slower 1st would be nice on the trail but than again I could use 4lo, which I don't often.
Decide what you want for gearing and lockers dependant on where you drive and how you want it to handle. I've been contemplating truetracs because I've settled on 33's and want it to handle well on road without the quirks of selectable lockers or a detroit (my wife drives it sometimes in the winter).
Figure out what you want for a lift. I went big the first go with the RE 4.5" SF kit. The kit whent in easy but I had fluke trouble with my driveshaft being within spec and causing pretty good vibes. It was a pain but I eventiually figured it out and found a shop that could fix it. In hind site a smaller suspension lift and body lift would have worked with less stress but I didn't want a body lift. The RE kit also rides nice.....
Decide if you can live with stock gearing with bigger tires or would rather have new gearing with stock tires if you need to build in stages.
I agree with BlackYJ, get what you need to go on the open trail runs (tow points, CB and such) to get a feel with how you want to wheel it which might change what kind of rig you want to end up with, which is where I am with gearing and some form of traction aid.
I think the best piece of advice would be if you use this as a daily driver stick with a tire that will work well with our winters. I had a really good set of AT's on mine and it was awesome in the winter. I changed to a set of 33" mud tires and things got a little dicy when it was cold and the ice was extra hard. For some reason -5 ice didn't seem as slippery as -20 ice.
Take your time, decide what you want and which order you want it in and go from there; unless you have one of those magic money trees and can do it all at once