Always be concerned about brakelines. The swaybar links will need to be extended to keep the end out of the coil springs.
0-3": Not much. Stock steering and control arms should be fine. You also should be able to get a decent alignment. The stock trackbar will pull the axle towards the driver's side, it may or may not be a problem for you. On the 97+ (may be 96) you'll need to be careful about the rear driveshaft, D/C changed the tailcone. Pretty much any lift leads to an SYE on these.
3-6": new lower control arms, and you'll want to look at upgrading your steering somehow. Most XJs need an SYE at the tcase towards the high end. You'll need a trackbar to recenter the axle.
6+": Pretty much everything in the front suspension will be rebuilt. All new control arms, trackbar, maybe the trackbar brackets, steering.
Yes, I haven't said much about the rear. You may need offset shackles if the loaded eye-to-eye distance makes the stock shackles hit the unibody. BTW, I like to use new u-bolts.
Trimming? 31x10.50s fit my wheelwells just about perfectly. With 33x12.50s, I had to trim the front of my front wheelwells. How much to trim is determined by tire width, rim backspacing, and how far up you want to stuff. 33x9.50s on one set of rims may stuff nicely, 31x12.50s on a different set of rims may need a lot of trimming.
Shock absorbers...... stocks seem to be good for a 2" budget boost. After that, you'll need longer ones. Which may also mean using bar pin eliminators, stud convertors, etc.