You essentially have four choices. Let's break em down:
Cold air intake/exhaust mods, etc: If you wanna try em, go right ahead. I have yet to read of anything from this category that increased Jeep power on a real dyno. Butt dyno is a different story, of course. The world is full of suckers. Thank god. Keeps me entertained.
Tuners (i.e. Superchips, Hypertech, etc): They help some. Plus they perform some other handy functions, such as calibrating your speedo after you change tire sizes, and so on. Unfortunately, the tuner mfrs haven't yet cracked the rolling codes Chrysler started using with the '11 models, so the tuners won't help with your '11+ Wrangler. Millions of $$, just waiting for somebody to take it.
Regearing: This is the big one, your best bet for maximizing your Jeep's performance at a fairly reasonable price...said price being +/– $1,500. This works especially well with the 3.8L engine Jeeps, which are woefully undergeared from the factory. On a '12+, it's really only worthwhile if you NEED to regear; that is, you throw 35" tires on a Jeep with a 3.21 gear ratio...in that case, regearing can restore your rpm-to-speed ratio so that your Jeep will once again be able to use high gear on the freeway. If done properly.
Supercharger or Hemi: Beaucoup bucks. Might as well just keep the Jeep stock, and buy a Ferrari. Chicks dig Ferraris, don't they?
All this is just my 2 pennies, btw. You want a CAI...go for it.