I would suggest some sort of cold air intake (I prefer the K&N fipk2), a Mopar ECU, and a better exhaust. These mods are easy to do yourself, and seem to offer the most bang for your buck.
If you shop around and are patient, you could easily get all of this for about $800.
'98 TJ SE, stock
'04 KJ Sport, '98 5.9 Deep Slate, FIPK2, Mopar ECU, '93 XJ Country, '92 YJ 4.0 5speed