I've lived in snow country my whole life. Good tires go a long way. Duratracs are possibly the best snow tires you can get at the moment. If you're looking to get serious in some snow, get a set of chains. Chains will get you out of ANYTHING!
Any tire store will carry chains. They may be $50 to $75 a pair. Get the rubber bungie tightening cord with them. They're kind of a pain, but totally worth it if you're getting serious.
Your setup is fine right now for heavy road pack and getting to the ski hill, but if you want to get in the mountains for hunting, sledding, or backcountry snowshoeing/skiing/snowboarding, you'll want chains.
You'll have to chain up BEFORE you get into the nasty stuff. Once you get stuck in the snow, you'll need something else to get you out.....like a winch, gravel/kitty litter, or another vehicle.
Do yourself a favour, when the first significant (4-6") hits, find a big open parkinglot and figure out how your jeep handles. ESP will surprise you. Untill you can mess around, drive conservatively and leave lots of room to stop.
Tire chains and visions of deep snow exploring are great. You have to survive the rodeo getting there first.
Like others have said, tires are the biggest thing. From there it is recovery to get you out WHEN, not if, you get stuck. I have lived up in the snowy north for as long as I have been able to drive and I absolutly HATE going offroad in the snow. Don't do it alone unless you like the idea of walking through lots of snow for a long way to go get help.
Recovery, tires, and lockers. On road, obviously open diffs are the best. Offroad, having both ends locked in snow makes a world of difference. With that said, selectable (ARB) is your best option. Good time to regear too.
If I were to only do one locker, I would do the front. With that said, the one major downside of lunchbox lockers is their road manners specifically in rain or snow. They tend to catch when you wouldnt want them to and throw you into a not so fun ride...
If you are planning on a lot of snow driving definitely save up for an adjustable locker