Does it have proper gearing for the 33" tires?
Do you have tow points? Skid plates?
You could upgrade your headlights / wire harness.
LED lamps for the gauge cluster and other lights.
Hood vents. True cold air intake (cowl...)
Have you replaced all of the fluids / done a tune up?
If I were in your shoes, I would do a good exhaust ( cat and muffler) with a cowl intake and a 63 mm throttle body. Those few things can be done well for $200-250 and will really wake the motor up. Look to strokedjeeps.com for the throttle body. He does good work for $90. Also, get a good tune up kit with cap, rotor, 8mm wires, good plugs and a high performance coil. That will help you mpg's and give some seat of the pants power. If you upgrade your ignition, you can gap your plugs more so you get a more efficient burn.
Take it out and wheel it then decide what is needed and what is important! Mine has the lift and tires and lockers but no engine mods yet!it is more money worth to put storage in the back for tools and recovery