OME has a very good reputation. I have their suspension system + a 1.25" BL and have no issue running 33s (a motor mount to smooth out driveline angles is recommended though, otherwise you will probably need a tcase drop). You can purchase these in a bundle through DPG Offroad for some deep savings over buying them alacarte. I purchased the 'ultimate kit' which is about $1300 + shipping.
Then figure another 1500 or so for tires and wheels and you still have about 2 grand to play with for your stereo and bumpers.
Good bumpers will probably run you 300-500 (each). Personally I would wait on the winch and put the rest in the stereo, but that depends what you value more - a winch you might use a few times a year, or a stereo you will use everytime you get in the jeep. You might be able to get a cheapish winch and the stereo you want for whats left, but I bet that will be pushin it.
Below is my setup, with the kit I described above, only difference is I have since removed the tcase drop:
Whatever you decide, good luck, and welcome. Oh, and keep us posted!