My rig is my DD too, I am building my rig so that it is over-engineered for the trails I will do so I can always get home. Every 3k miles I change my oil, rotate my tires, and have everything inspected, and every 15 change my diff oil. I expect people will post this is overkill yadda yadda, don't really care. Keeping my rig well maintained is part of making sure I can drive home every time.
If you just got your rig, then don't rush into buying upgrades. Spend some time and understanding what sort of wheeling you will do. Let the trail be your guide - as you wheel, see where you are challenged, and do upgrades accordingly.
Hard to say in what order, but let's say your are stock, then early mods would be tires, and as a result lifts. My experience with stock tires is that they take a beating on trails. I ran very easy trails with my stock tires and when I pulled them they have all sorts of nicks and gouges in them. Surprised one did not go down,
I am running 33" tires. To me its a good compromise between street and trail performance. A good tire with good grip will mean your rig will not work as hard. I would advise you to stay away from all-terrains. Get a decent mud-terrain. I say that as you live in OK; I am in NW AR, and I am assuming you will have similar conditions, which is a lot of smooth rock faces on trails. ATs really struggle and burn rubber on these. Have not seen one that doesn't. I am running Mickey Thompson Baja ATZs.
Also airing down is important around here. So getting setup to do that is a good idea. An ARB deflator and portable air compressor is all you need.
Armor is a good idea as well. I just put Teraflex diff covers on, and will do skid plates underneath soon.
Rocker protection is very important - cheap way to go is to put on rubi rail takeoffs. You can get them for about $50 around here. I am putting on Poison Spyder rockers this week as my long term protection. ACE Engineering also makes good sliders and front stubby bumper at good price point.
You don't have to put a front or rear bumper on immediately, as long as you understand your factory bumper will take shots. I am not a big fan of Mopar bumpers - Mopar, you can buy better but you can't pay more - but you will need to do something with a bumper to have a winch.
I put my bumper on first, with winch, and if I had to do it again I would lift and tires first, then bumper. I have a Teraflex 2.5" coil lift, and really love it. You can get good deals on Rock Krawler too. James at Evergreen is a sponsor who will give you a good deal on a lift. Great service too.
If you like camping, check out overlanding. Its a great way to combine the two and run trails without hammering your rig. Its a lot of fun