This is my perspective...
An extra battery has its benefits but isn't a necessity for a winch and extra lights. The battery only provides power for when the engine isnt running or your alternator can't keep up, such as winching. When you add extra lights, the battery isn't really powering those lights, the alternator is. So I would start with a larger alternator first. Which will also help with winching by reducing the load on the battery some. You should winch while reving the engine if you can for the same reason.
A second battery for winching is nice since it would increase your battery life if winching often and likely not starve the winch of power. But if you don't winch much or when you do it is only for a short duration, then two batteries don't add much IMO.
If you want the second battery because you are in remote places often without someone to jump you, or run accessories without the engine on often, or truly plan to winch often and heavily, then it starts to make sense.