Usually there is no need for any such modification, coz the engine is already sufficient to take charge of such a vehicle.
Still, if you are interested to go ahead with your plan then think of only those modifications which should not disturb the original setting and bring the vehicle into a jugaroo category. That will negatively affect the resale value of the jimmy.
Anyway, K&N type air filter could be added, free flow silencer could come helping, little tinkering with the MPFi system to increase the fuel delivery would definitely improve pick up etc.
Porting the engine head could be the next possible item on your list.
But all these will definitely affect the original value of the jimmy