Lift, tires, winch, bumpers, lockers, bigger lift, bigger tires, bigger axles, new lockers, more lift, bigger tires again, etc. You probably get the picture
Seriously though, the first thing you need to do is HONESTLY decide what you want to be able to do with the Jeep. Then I would say lift and tires and then right behind that a winch. I know a lot of people will say winch first but you can get away without one if you go with a lot of people.
Just my $0.02