Start with the deck first. Save some money and try to get decent speakers for stock locations when you blow the stock ones or are ready to upgrade. Those $40 sets will sound ok,(loud) but a better quality speaker goes a long way. I don't know what year your Wrangler is, but check out what size speakers fit currently and what size you could upgrade to with minimal modifications. The larger the speaker the better the "bass" will be and less distortion when the bass is playing.
If you own an Ipod, I suggest that above the HD radio. My deck is HD ready, but never crossed my mind to do it because for me radio is more casual listening and I jam with Ipod.
In regards to an amp, I saw this neat sounding power pack. It's rated same power as the amp I took out and doesn't require all of the wiring or space. A possiblility if the deck doesn't push enough power to your speakers when you put them in. Alpine KTP-445 Power Pack
Of course, only compatible with Alpine deck, not positive if it is good for all Alpine's though.