There is not much you can do with your 2.5 to increase the power. I have done most of the modifications out there... you know the ones that all give you 5-20 horsepower. I figured that I would keep doing them until something happened. Well, nothing ever did in real, meaningful power terms. My 2.5 certainly ran better but it wasn't more powerful. It ran smoother, but that was it.
I bought the MOPAR JEEP engine performance manual. These guys are talking about building the 2.5 in "stages" and by the time you get to the final stage, you have almost $8,000 invested in the engine (and please don't forget the drivetrain modifications you have to do to match the "new" engine...) and a whole lot of custom machined parts. The result? I think it was 300 horsepower. That is a lot of grits for that power.
You can go turbo, but I have only seen one or two of these on the internet. You will still need a new transmission for the power.
You can contact "inline performance" (Clifford Performance). These guys can get the parts and make what you need BUT you still are going to be around $5,000 with just the engine... but it will be dependable.
If you want to stay "Four Banger" a Ford 2300cc PINTO engine is ideal. It can be made to handle 800 horsepower easily BUT the price is still between $5,000-8,000 AND you need a better transmission.
The easiest thing to do is to save up and buy the jeep you want with the six cylinder all ready in it. You can also regear your current jeep. This will give you much more "pick up" but kills your "top end"... I know, every time I write that sentence, it sounds so funny! I guess you guys that never had a four banger won't understand that one. But when a VW Beetle (from the 70's) starts passing you up on the highway, you know the shame of it all... as a matter of fact, when it happened to me, I turned the stereo up louder and took a nice long drag on my cigar. I think it was best said on a jeep forum, "you just have to accept that your jeep is underpowered compared to a minivan... once you accept that, it is OK." I haven't accepted it yet...
You can go with a V6 or V8 swap... it does take time and money but you can do it. You just have to decide how you want to use your jeep and what conversion is best for your needs. NOVAK JEEP CONVERSIONS would be the best place to go for free information on their website.
I wish you the best with your decision. I put a Chevy V6 in mine 1992 YJ because for what I use it for, the four banger wasn't cutting it. I had the four banger in my jeep for eight years (?) and my suspension was stock. It performed well "off road" and in the city BUT it had no passing power on the highway, especially a hilly highway.