Get the 4.10 gears. It's a $50 option (IIRC) on the auto Rubi, but would cost +/– $1500 as an aftermarket item. If you ever decide to get bigger tires and a lift you'll be glad for them
ACE rock rails, well, rock.
Although, if you're getting them more to ease climbing into the Jeep – rather than as protection for hard wheeling – there are a lot of step options out there.
The headlights DO suck. The guy you want to talk to about replacements is named Hilldweller. I would PM him for suggestions. He's pretty much the Dalai Lama of lights.
A lot of folks on the forum go with Rallylights (Hella) as replacements. Here's a link to a recent headlight thread: