Sliders for sure.
upgraded track bar (that should come with any good long arm kit)
oh wow building an xj... that's a can of worms.
I am a firm believer in don't put anything in that you will have to re-do in a few years (With broncos I saw too many people buy a nice set of wheels and tires and a small lift kit, in couple of years they upgraded to a d-60 then had to sell off their nice wheels since they then needed 8 lug wheels. Same thing would be with putting all kinds of money into an axle and a few years later upgrading to stronger axle, it would have been better just to put the stronger axle in from the get go)
You need to decide how nuts you are going to go with this rig and how long you want to keep it. If you want to keep it a long time or go nuts with it (35+ inch tires and beat it up hard off road) you need to re-enforce the uni-body before anything. ruffstuff specialties and others make great uni-body stiffeners. The way I thought about it was what good does it do to have all the best stuff on an xj if it is all hanging off of thin sheet metal that will eventually tear apart. Badger on here accounted how when he dis-mantled his xj how many tears and cracks were in the uni-body. With an xj it is all about spreading the load.
I would highly recommend these sliders and bumpers. The price is good, the quality is probably better than any other xj stuff. Call him, he does respond to email but he an older guy that works out of his garage so phone is the better way to get him. If you get to see his jigs and talk to him it will blow your mind how much thought he has put into his products.
(of course if you do sliders before you do frame stiffeners they will be in the way when you do add stiffeners.)
http://www.rigidco.com/
I think that a lot of the frame stress comes from the leafs in back. I don't know that I would recommend doing a rear coil conversion, but I think you need to think about the stress of flexing the rear with leafs. The doors and hatch on my xj open and close just fine while flexed out, that shows the uni-body is not flexing nearly as much as xj's with leafs. Leafs are much more stable off road, so if you do a coil conversion in the rear plan on some kind of off road sway bar or you will feel super tippy.
The great thing about xj's and most jeeps, is that there is a ton of aftermarket products and a lot of them are really good. I get some flack on here for buying more than building, but I would rather finish my rig in a year than 5 years.
If I didn't have anything and was to start with a bone stock xj I think this is what I would do:
frame stiffeners
sliders, bumpers
good long arm kit front, DIY long arm kit rear
tie all that together so the xj has one solid frame front to rear.
build up the front axle, run a ford 8.8 in the rear
run as little lift as possible, bump stop it to keep the axles/tires out of everything
hydro-assist steering with seriously upgraded linkage.
keep motor, tranny, tcase (maybe upgrade tcase, there are many things that can be done to that case)
keep the a/c (and roof doors... but I am 35 I like my a/c so...)
add on board air
run 35 inch tires carry spare parts for the front axle
re-gear and install Zip, or eaton e-lockers
having said that I went nuts and had a big budget, here is my build thread...
http://www.rme4x4.com/showthread.php?83436-Nathan-and-Tanja-s-99-XJ-Build-up
nathan