Every so often I have to re-hash on this subject, so here it is again.
Cold air intakes have been proven to not work on the 4.0 engines and will actually hurt your engine more than they will do any good (see this thread:
Cold Air Intake FAQ). Throttle body spacers are the same as snake oil on a fuel injected engine (see this thread:
Do throttle body spacers work on Jeep Wrangler TJs?), and a larger throttle body will not do anything at all, because in order for it to actually work, you'd need to open up your intake manifold and port the head (as well as put in some bigger valves likely) so that you can open the entire airflow path, not just the throttle body.
A real long tube header will give you substantial performance gains, up to 20whp in fact (and even more with proper tuning). Unfortunately there are only two companies out there I know of who make actual long tube headers for the 4.0. AEM and ARH, the latter being the far better design of the two:
https://americanracingheaders.com/collections/jeep/products/jeep-1998-2006-tj-4-0l-long-system
Adding a catback exhaust will do little to nothing on it's own (without the header), as the factory exhaust manifold is the restrictive point in the exhaust system. Sure, you might pick up a few horsepower, but that's negligible at best.
The 4-hole fuel injectors some people like to pedal on other boards are complete hocus pocus as well. There is no power to be gained from them.
If you want the best bolt-on modification you can get that will give you a huge guaranteed power increase, you need to invest in a turbo or supercharger, something like this:
https://magnumpowers.com/product/ornare-et/
Do not waste your money on the little things as mentioned above, as they won't do anything for the 4.0. If you want power, you need full headers, a proper tune (see here:
97-06 Jeep Wrangler TJ ECU / PCM Tuning Options), and forced induction. Either that or you need to do a stroker conversion or a V8 swap.
End of story