I got started about 2 years ago and this is what I did:
3" lift: coils, leaves, shocks
Add-ons: adj. Track bar, longer sway links, 1" shackles(to fight the sag)
Tires: 31x10.50 BFG/AT's
Rims.15x10 w/ -19 offset (about 3.25"backspace)
The one thing I did that most others haven't is upper and lower control arms. This has allowed my front end to make much better use of the added flexibility, and to keep the front axle in it's proper place. Also the stock arms truly act as limiting straps and, due to the angle after lifting, will make the ride a lot rougher.
Brake lines: front lines have enuf extra already, in the front fender well you can pop the rubber grommet out of a bracket to achieve use of this added length. In the rear, I don't exactly recommend this, but I unbolted the T-box from the rear axle (2 years and no broken lines).
This all came to about $1300 not including the tires and rims.