Thats common when buying a lifted jeep thats been cobbled together. The first flag would be the worthless bushwackers, Take them and find a trash can. Thats where they look the best. Or sell them and save for jeep mod's worth buying. Theres always a sucker who will buy them.
You mpg wont change, You bought a Jeep with most likely 3.07 gears, 33's is going to make your jeep 6mph off but still same mpg. 4.88 gears would fix that for 35's and 33's would have more power. But a correct speedo gear dont hurt either. You will get a more accurate reading and you can actually figure out your mpg.
Either way you need gears, 33's or 35's. Some still think its good enough, But thats from people who have never re-geared a jeep and see the difference. I run 35's on 4" or so lift easy, I have read countless builds of 2.5" getting it done just the same.
Either way your looking at up grades, IMO i would keep the 35's and buy whats needed to run them correctly. By the time you switch and realize your in the same boat, You would be on your way to fixing the half *** work done to your TJ. Good luck
Couple TJ's and a XJ