The first thing you can do to unlock your engine is remove the intake restrictor. If you take the upper airbox lid off and look in the lid's neck, you'll see it is reduced to ~1½" diameter. There are two catches that you can release with a flat-blade screwdriver, and the restrictor pulls out easily with pliers. Fast, free, and good for close to 10 horsepower. You can go here
for step-by-step pictures.
You'll also want to do something about your exhaust. Thorley makes a 50-state-legal header for the 4.0L (I love mine!). You'll also want to go for a Random Technology catalytic converter and a Magnaflow muffler. These pieces have worked wonderfully
on my YJ!
You can also get a throttle body spacer, but I'm not sure this would add significant power.
For sure, you'll want to upgrade your ignition. Look to MSD or Jacobs Electronics for ignition computers, coils, and plug wires. For plugs, I prefer NGK or Bosch, but plug choice is an unwinnable debate...
Much beyond these items, you'd be looking at either forced induction (supercharger) or internal engine work (stroker, camshaft, etc.)
Hope this gives you some ideas. Good luck!