If you're looking at mods, and this is primarily an offroad vehicle, consider an automatic locker. Automatic lockers are pretty cheap ($300) and you can install one yourself. The 2nd gen has fairly limited suspension travel, so it's easy to lift a wheel on opposite corners and get hung up on even mildly uneven terrain. A locker on either end will pretty much eliminate that issue.

If you don't plan to use it much on the highway in snow, install manual hubs ($100 for an Aisin set on ebay) and put the autolocker in the front. That's what I did (see signature), and I love it. Drives totally normally on the highway in 2wd with the hubs unlocked, and goes anywhere offroad locked in 4wd. The front locker makes it a handful when street driving on snow/ice, though.

I'd do the locker before the winch, for sure. I still don't have a winch - haven't really needed one.