With the 2.5L, don't bother. It won't make much of a difference. I have a 2000 2.5L TJ and tried out a cat-back. First off, it sounds horrible- like some pimped-out Honda Civic. I could see how a 6 or 8 cylinder would sound good.
I actually found that the 2.5L needs some back pressure. I recently went back to the stock exhaust and noticed absolutely NO difference in power. And it sounds SO much better....
If you are looking for some solid add-ons to squeeze a few more HPs out of that 2.5L, just go with the simple stuff.
1 Air intake- try rustysoffroad.com .
2 Throttle body spacer- I got mine from central4wd.com for $60. It actually added some usable torque in the 2200-3000 range.
3 Spark plugs- get decent new ones and make sure they're gapped correctly.
4 Spark plug wires- get decent ones (7mm+).
5 Get your intake/fuel system cleaned out.