I also have a 13 JK Sport and just got finished dippin the wheels, interior trim, and just installed a step bar. Being that I have to watch the funds I tried to go with the most bang for the buck to make my JK stand out.
LED Headlights. They are not cheap but they are the best first mod. JW or Truck-lite doesnt matter which. You cant believe how big of a difference this will make. It is a safety issue that is fixed with this MOD also.
2012 JKUR - Mopar 4 inch lift - JKS F&R Lower CA's - JKS Front Track Bar - Argent Pintlers - 35 MTR - Trucklite Headlamps - Mopar rear bumper and Tire Carrier
Tires and lift. Depending on how you plan to use it, of course.
A winch will only help you if you can get to a place where you need it, which, more than likely, will require good tires, and clearance...
Don't know what type of wheeling you're going to do, but when I go offroad, most of the times I'm with a group of Jeeps. Whenever someone gets stuck, we use a tow strap before a winch. Winches are nice but it would not be my first mod. Get your Jeep sitting higher and put some nice tires and wheels on it first.
The first mod should always be recovery, IMHO. Get you a good front bumper and winch. Note: and learn how to use it properly! Dont be afraid to practice. Kbwwolf and Ahsumtoy do give good advice. This is a chicken and egg story. You put a bumper and winch on a stock suspension, the weight lowers you an inch or so (but not axle height), so now you have recovery but might need it more often as you have less clearance. OR you get the lift and wheels and get into a situation where you need recovery... OR you can save up and do it all at once... WOW, you thought this would be easy. HA!
After that lift and wheels for better clearance and some belly protection for those OS moments.