Get on the Jeep forums.
Shop around.
Jeeps are like lego sets for adults, and parts can be found almost anywhere, so COMPARE PRICES and keep an eye on the shipping costs.
Just
Enough
Essential
Parts
I fab most of what I have, rather than purchase it but you may not have access to the equipment that I have. So far I've made my own shovel mount, Hi-lift jack mount, body lift, shifter handle, cut down the front bumper into a stubby one and mounted a winch on it, welded up a rear bumper that also serves as the air-tank for my on-board air compressor (which I made from an old air conditioner compressor) I will be making some old-style flat fenders and I will beef up the differential covers as soon as it gets warmer out. I do not have any body armor because, well, because it's a jeep and I really don't care about the paint.
As guys have said, it can get pricey very quickly.
You have to ask yourself what you want your Heep to be capable of.
Bumpers do not really do much for capability and I really believe (IMO) that a lot of the aftermarket stuff out there is overpriced garbage with a laser-cut logo in it and powdercoated. Ohh Ahh

If it covers your tires, than you not be able to get a tire up on an obstacle when you need to.
The fastest and dirtiest thing to give you more off-road capability is to get more clearance.
This means taller tires.
Taller tires usually means a lift of some kind (suspension or body) so the tires clear the body.
I you plan on doing any deep water crossings (higher than the hood) some kind of snorkel is needed.
Some winches are pricey. I have a SmittyBuilt XRC8 (8,000 lbs). No, it's not a fancy Warn, but I maintain it well and it has not failed me in 5 years. Sure, I've been stuck many times but I've never been immobile for long as I haven't gotten stuck badly enough that the winch didn't save me.
A hi-lift jack will most likely be necessary if you get bigger tires, as the stock jack won't lift you high enough after a certain point, but, a hi-lift is useful in many ways as you can expand OR contract it with force and can use it as a come-a-long in a pinch (don't ask me how I know this) and you can also use it to jack yourself up a bit for those pesky obstacles that you may get hung up on.
Locking rears are worth their weight in gold and I really don't care what kind they are. If you don't have Posi rears and you have a loss of traction (say, in mud) it doesn't matter HOW big your tires and lift are. If your tires are spinning, you are screwed.
So... You can see how this can pyramid quickly

It all depends what you want to do, how much you plan on off-roading with it and does it have to have to survive the weekend abuse enough to still take you to work on Monday morning.