You're not going to gain much power from anything that you're talking about, honestly. The only way you'll gain some real power is with something like this (and a good tune):
https://americanracingheaders.com/collections/jeep/products/jeep-1998-2006-tj-4-0l-long-system
You can tinker with it all you want, but none of those bolt-on cats you'll find are going to do anything for you beyond negligible and immeasurable gains IMHO.
The real restrictive point on the 4.0 (and I've learned this from talking to Golen and Charles from Magnum Power) is the exhaust manifold and cylinder head. If you open up that exhaust manifold with a set of full headers like I linked to above (NOT any of the other b.s. half headers such as Banks and the likes) and pair it with a good tune (i.e. HPTuners software), you'll pick up sometimes as much as 30 extra horsepower.
But with any of those bolt-on Magnaflow, Borla, or other systems, you may as well just burn your money, as you'll be pissing it away.
Keep in mind (and I always say this), the 4.0 has more in common with a tractor than it does a Ferrari.