Biggest question is: what is your budget?
As somebody mentioned, some "lifts" are cheap
($150-$300) while others can push in the thousands range.
Second question is: what do you plan on doing with it? If you want to just drive it around town, to get 33x12.50's, a simple 2.5" w/ maybe a 1" puck lift will do the trick. If you want to mud, a 3.5-4" short arm lift will do you. If you want to rock crawl, long arm 4.5" is the way to go.
Personally, after researching for 13 months, I started with an '03 TJ X as well. Put a 4.5" RE Long Arm on it, 15x8" w/ 4.5" back spacing rims, 33x12.50 BFG MT/r's, SYE, gearing, and other stuff.
Wasn't cheap, but was done right and never had a lick of problems for the rock crawling I've encountered.