welcome to the forum!
i have an 09 sahara with 3.73 axles and 17" wheels. i put in a borla stainless exhaust that i'm happy with - they make more aggressive sounding ones (check out the ATAK for some real noise), but i didn't want to go that far. i also added a K&N air filter in the stock air box (external air intake wasn't what i wanted either since i'll be adding a snorkel to mine). as far as chips, i put in the JET stage 2. i'm about to add a coil, wires, and plugs, and the consensus from my mechanic is that the hp will be up about 3 to 5%, with mpg up by maybe 1.5 to 2. overall, i'm pretty happy with the results, but it depends on what your end result wants to be. i'm not looking to build another street/pro stock, so i need to keep a balance with what i put under the hood and what i add to the ride (suspension and body are next on my list).