First of all, do not let all the 4.0L elitists make you think you have some sort of lesser vehicle. You do not. A 2.5L Wrangler is a fine daily driver (so long as you don't go for 80+ MPH freeway blasts on your commute to work) and they are extremely capable off road. I have owned two of them and loved them both.
I would say it is not worth trying to get more power out of it. Any of the "traditional" mods (intake, exhaust, etc) will only result in a thinner wallet--you won't see a substantial increase in power. You are far better off spending that money elsewhere.
I will agree with another poster: for a "low rider" Jeep--or even one lifted sky high--body armor is worth every penny
you will spend. Definitely get some solid rocker guards, and I'd also say upgraded bumpers are highly important. Heavier duty skid plates and differential covers are wise investments if you plan to play on rocks.
The tow hook idea is a good one. You can install factory type hooks up front or even aftermarket ones; they bolt right on. As far as the tail is concerned, you can kill two birds with one stone: when you upgrade your rear bumper, select one with an integrated receiver--use that as your tow strap anchor point.
What size of tires would I recommend? That depends how you intend to use it off road. You can do a lot on 31" tires, and staying with this relatively small size means you can keep using your stock axles (which will keep a lid on costs). Both of my former Wrangler SEs wore 31" Goodyear MT/Rs and had 2" budget boost lifts--this gave them an increase in off road capability without ruining their on road ride.
Gears: you can run 31" tires with the stock 4.10 gears; that's how I did it with both of my SEs. If you are more serious--or if your commute has lots of hills--you can regear to 4.56 for better performance.
For the record, here was my first SE demonstrating its capability in rocky terrain:
You are on the right track by checking in here to get ideas. It won't take much for you to really, really love how your Jeep performs.