Maintenance first! But honestly IMO if your planning on using it and wheeling it for an extended amount of time. The first thing with a XJ should be uni-body stiffeners, sliders, upgraded steering box spacer, bumpers (with proper tie in points for the uni-body)
Now that your protected and can take more of a beating Lock the front with a cheap lunchbox locker (spartan,Aussie,lock-right). The HP D30 can handle a good amount of abuse especially with 33's. I would also grab ABS or 95 (IIRC) and newer front shafts from the JY as they are bigger shafts and slide right in, if you add the inner seal at the diff while its out you can eliminate the 2 piece axle shaft at the same time, and throw 760 joints in there and it should be solid for 33's. I wouldn't lock the rear until you decide the long term goals and whether the 8.8/8.25/D44 are worth the time and money in the long run. Then lock the rear you pick and re-gear F&R
Don't forget the steering. (Pick axles first) lots of options but most of the good ones will need a new track bar setup as well. getting rid of the factory Y steering setup made a huge difference in response let alone strength.
I would then address the suspension(assuming its fully working just not ideal yet). For the front pick a long arm setup (Clayton 3 link is ideal for a bolt on kit) but radius arms work well for less cost but they come with there own issues as well (do lots of reading on the benefits ect before jumping in) For the rear I would fix the shackle angle as almost all are vertical. I loved my shackle relocation kit from HD. Made it ride 100X better on the street and it flexed a ton better too.
Sounds like your already off to a good start, just my thoughts after building one.
Don't forget to look into JY upgrades, lots of info and options out there for XJ's.
