Hi. Welcome to WF and thank you for your overseas service!
If you like to do modification and daily drive your jeep you have loads of options you can do. Trick is building something off-road capable, yet still very street worthy.
The most common modifications and basic you'll see are upgraded tire size, a lift to fit the tire size, and some armor mods to protect the undercarriage. Everything revolves around the tire size you wish to run, then the dominoes fall from there.
A DD TJ that's going to be an explorer/mudder I suggest 33" tires, suspension lift, and regearing the differential to maintain good street performance. 4.10's are a nice ratio, if you already have that ratio you're set!
Any extra cash you have can be spent on anything you'd like. Beefing the axles, bumpers, skid plates, a winch...sky's the limit. Just have fun! Check out some pics here and find things you'd like.
Good luck to you on your build up, and be sure to post up some pics of your own!