As kjeeper10 said, you should decide on your end goal and usage before deciding on a lift.
If you just bought your Jeep, you may want to try to find some local Jeepers and go on a couple rides first, see where you are, talk to the other guys in the group and then narrow down the pack of what's out there for lifts. There are a LOT of 2.5" options.
For me - I went with a TeraFlex 2.5" coil lift with Bilstein 5100 shocks. I'm VERY pleased with my purchase and happy I went this route. A local guy did the install for me for $250 in about 4 hours. I'm too old to try to do this on jack stands with hand tools...when he has a lift and air tools, not to mention 15 years of experience doing it. (This was also replacing the front track-bar with a "beefier" adjustable version (Metalcloak). Wasn't necessary to do that, but in the back of my mind, I *may* go with a higher lift someday and was able to get an awesome deal on the bar.) I think the only other thing I'd do is geo correction brackets. Again, these aren't "necessary" when going with a 2.5" lift, but should make for a better ride.
Once you lift, then you'll want to decide on wheels and tires, and then...and then...LOL! It never seems to stop!
Figure out what your end results are, what your budget is (VERY
important part of this process) and work backwards. Tons of info here on the boards and lots of very knowledgeable people.
I'm new to this but have learned a lot in my time here thanks to the more knowledgeable folks here! I see you're new here too, so WELCOME!