You have a few items to consider.
Depending on what year jeep you buy and what tranny and differentials you get, you'll have (or not have) any real problems.
IIRC, the older automatic trannys have a vent hole near the top, so you take your jeep wading, wet tranny equals (usually) a rebuild bill. That can be overcome by welding up that hole and making a tapped vent and run a vent hose up the firewall. I think the year the autos got that vent issue resolved was 2003 or 4, not sure.
I've never had problems taking my manual tranny for a swim in water or mud or muddy water.
Same thing with the diffs. You need to (again, IIRC) vent hoses for them as they are vented with no hoses (Rubicon's have vent hoses however). Generally, even if you foul your diff fluid, if you change it pretty quickly, no harm done.
Entering water at speed is always a good way to prove that you can afford being stupid. Unless you are in a line and know exactly what you are in for, don't charge in or you will end up surprised at some point. Keep the breather/air filter out of the water as if you start getting water in there, you'll hydro lock you're engine and again, be in for a big bill to fix it.