Originally Posted by derf
...Also check the rag joint on the steering column inside the engine compartment. Those wear out and allow extra play. ...
Ya, open the hood, grab the intermediate steering shaft that runs from the column to the box. Shaft joints should have zero play/slop in any direction. If it has any, the lower rag joint is (usually) rebuildable. The upper is not.
Best bet is to replace the entire shaft/joints with a quality unit from Borgeson or Flaming River.
In my CJ experience, this was the most common culprit of the symptoms you describe.
Of course as said in above posts, it could be any of the other items mentioned, or a combination...
HTH, good luck