Not really any engine mods that serve much purpose on a TJ. The intake is about as free flowing as it can be, and to add an open filter introduces more dirt/water/dust to the engine than the sealed box does. The 4.0L isn't meant to be fast, but it will last just about forever if you take care of it. Spend your money on changing fluids, and maintaining it... Once you've driven it a while, it'll tell you where you need to spend more $
Wheel it to see where you feel like you'd like to change some things.
Welcome to the forum, and congrats on your new TJ!
Don't forget to wave