The best strategy to modding, assuming you do not have the time and/or resources to do all the mods at once (like most of us here) is to think about where you will be driving your rig. Personally I would put sliders AND skid plates (Slee) at the top of the list, right after suitable rubber, if you are going to venture off of the beaten path: i.e. from gravel roads onto double track style trails. Where you live and play will certainly play into the mod hierarchy.
Given you want to play on some more aggressive (ambiguous term) trails I would start with an aggressive AT or possibly MT tire.
Make sure you have a relatively fresh and capable battery if your travels will take you into remote places: Prudent.
I don't know what year rig you have but a couple little mods that you can do that only take time and a little effort if you are handy: Do the t-case 7-pin mod so that you can run your rig in high or low range with the CDL locked (assuming you can't now); ditto for the rear diff mod if so equipped (so that you can run with a locked rear diff in high or low range).
If your off-roading is going to be any more than gravel/dirt trails I would put the ARB front locker conversion at the top of the list. This, generally, is just a ticking time bomb if you do more than mild trails (although good traction tires will help lower the risk of damaging the front diff assembly).
Make sure you have a capable jack, lug wrench and know how to use it: Practice before you need to!
If you have a trailer hitch on the rig now it will be your scraping point...that's OK and will generally do a good job of protecting the rear body/frame until you get a rear bumper. Front bumper would probably be one of the last mods.
Drawers, CB/2M/HAM radio, good GPS, recovery gear, etc. are all things you will want to get as you get deeper into this sport.
I would only go as tall a tire as you absolutely need. 35" can, depending upon your altitude of play and how picky you are about raising your effective gear ratio range, be more than they are worth. Generally speaking 33" is the best suited tire height without involving lots of additional expense, complexity and handling compromises. And I prefer tires in the 255-285 MAX width for real off-road work.
Just my $.02