If you already have those, then look at getting a winch. You don't need to buy a $1,000 bumper to mount a winch. There are a couple of manufacturers, including Warn, who sell a mount that works with the stock bumper.
A winch is the only tool that will get you out of a stuck. All the other mods will only serve to get you into deeper holes.
Then, get educated on how to use it. Winches can be very dangerous if used improperly. Take a class, buy a dvd, then go out and practice with it.
First mod that I did was buying locks for the jeep. Living in NYC, so theft is higher than most places. Gas cap lock, wheel locks, hood lock, etc. don't know if you consider any of these "mods" but they were the first things I did.
My first mod was a winch bumper and winch, only because the bumper showed up before everything else and I already had the winch.
My CB finally showed up so the Tuffy console and CB will be going in soon. I'd recommend a CB very highly because it makes trail riding easier. I wouldn't call a strap a mod but I'd recommend having a couple. And get the ones without the hooks on the end.
If you haven't done much wheeling I'd say that you should go with some friends (never go out alone) and learn how to drive off road trails in a rig that won't get you in too much trouble. Once you figure out what you like to do and want to do then start planning the upgrades as your driving skill improves.