Seeing all that, my first priority would be to replace that locked Dana 35c or strengthen it with a Super 35 kit. In stock form, a Dana 35c rear axle is nowhere near strong enough for a locker. No exaggeration. For 33" tires and 5-speed, 4.56 (not 4.10) would be optimal for the street. Trail too of course. If you replace or strengthen the rear Dana 35c and go with 35" tires, 4.88 would be the optimal axle ratio.
Replacing the 15x10 wheels with 15x8 wheels would be a good thing to do. I would not waste my $$$ with a CAI. Once you get your rear axle situation figured out, an 8,000-9,500 lb. winch would be a good idea. My winch recommendation would be #1 Warn, #2 Ramsey, #3 Superwinch X9 or S9000. All of those are US made, all of the other winches are made in China. Then after that, a front locker is good if you're doing tough trails. An Aussie or Lockrite are both good front locker choices. Both of those click a bit on the street which is minor. If you don't want any clicking, $100 more gets you a Powertrax No-Slip locker which is silent and undetectable.
Having had both short arm and long arm suspensions, I'm no longer a fan of long arms. My previous TJ spent too much of its time with its long arms hung up on the rocks. Literally. My current short-arm 4" Currie suspension and 1" body lift is perfect for my 35" tires and they perform better offroad without getting hung up.
Anyway, those are my thoughts on it so far.