Welcome to the forum and eventually to Vegas. To answer your questions:
To prepare for the hot weather: Jeep TSB 1803103 is a good place to start as it has been plaguing a number of us folks here. It is being debated on whether the factory fix (i.e. insulator sleeve) is efficient enough, but nothing 20 minutes on the internet looking at forums can't help with giving you alternate ideas. For your reference:
TSB 1803103 - 4.0L ROUGH ENGINE IDLE AFTER RESTART FOLLOWING A HOT SOAK
Date: 09/05/03 (supercedes 1802702 dated 09/06/02)
Model Year(s): 1999-2004
Description: NOTE: This bulletin applies to vehicles equipped with a 4.0L engine. This bulletin involves the installation of a fuel injector insulator sleeve.
Details: Customers may describe a 20 to 30 second rough idle following the restart of a heat soaked engine. This condition may be most noticeable when the engine is restarted following a prior 10 to 20 minute heat soak in hot ambient conditions of approximately 32 C (90ºF) or higher. This condition may be consistent with short city stop-and-go driving trips and can be aggravated by the use of fuel with a high ethanol content. Depending upon various conditions a MIL may occur due to DTC P0303 - Cylinder #3 Misfire.
This condition may be caused by heat from the exhaust manifold that following engine shut down migrates to the area around injector #3 and causes fuel vapor to form within the injector. This in turn may cause a momentary misfire of cylinder #3 until the fuel vapor is cleared of injector #3. The insulator sleeve lowers the injector #3 temperature to a point below which the fuel will not normally vaporize.
If vehicle exhibits a rough idle, and if a misfire of cylinder #3 is observed following a 10 to 20 minute hot soak, perform the Repair Procedure.
56028371AA Ignition Wire Shield
1. Cut insulator sleeve, p/n 56028371AA, to make two (2) insulator sleeves about 25-30 mm (1 in.) in length. See diagram.
2. Install one sleeve around injector #3, with the slit on the upward facing side of the injector. Install the other sleeve with the slit on the downward facing side of the injector.
3. Confirm sleeve is flush to intake manifold surface around injector.
4. Check injector #3 wire and ensure that the injector is rotated to a 2 o'clock position (from driver’s side of vehicle).
For the air filters for sand: Air filters are always required regardless of the area so I hope you are already running one. Do you need a premium filter? Not really all that necessary as long as you keep yours clean and use a decent quality one (i.e fram, etc.). That being said, many of us have upgraded to an aftermarket filter system for more air flow which also increases filtration.
Lift height is a personal choice & 4" is a fairly popular one. Your tire size, driving style, and articulation will all be important factors. I currently run a 3.5" lift with 37" tires but have tube fenders that allow me to stuff those tires up further into the body during articulation than the stock fenders would allow.
My personal recommendation would be to just have your rig in good mechanical condition and some rock sliders for your rocker panels, then try out a few trails when you get here; check out some of the other rigs and get a feel for what you like/don't like and move forward from there.
Safe travels man.