Although performance mods are nice to have after lifting and going to larger tires, you are right to go for a gear change first, as that is the one thing that will bring the power back to those wheels.
With that said, let me add. I have been running 4.10's and 33's for a bit over 4 years now, and love that combination.
Many have said 4.56 is the combination, and they might be right. All I know is my XJ.
Mine is a 94SE 5spd 2dr, I ordered back in 94 with the I-6 and some other options, as I had build up in mind.
In stock form, my XJ could break the tires loose in first and second, but that was in stock form and new. The original tires being Michlin 215x15XL's.
Back then as I recall in 4th gear at 60mph, I tached right around 2400. That was in an XJ that weighed about 3200lbs.
Today with the 4'10's and 33x10.50's weighing in at about 4200lbs, it tachs around 2800 at 60.
I've had my speedo calibrated after the speedo gear change, and it is off about -2mph at 50.
I beleive 4.10's are a good gear for 33's.
Keep in mind, the lower the gear ratio, the smaller the gear teeth.
Now how small is small? I don't know, but I took that into consideration.
I will say, with my combination, I went from around 15 mpg in town to about 11. And from around 18 on highway to 14.
That is with a weight addition of 1000lbs, and of course a bit more foot, as the XJ looks and feels better.
Would I have gotten better miliage with 4.56's? I don't know.
I do know my shifting pattern is, and you don't have to look at the tach, as you can feel. 0-15/20, in 1st. 15-30/35, in 2nd. 30-45/50 in 3rd. 40-60/65 in 4th, and I can run up to 80,(my speedo only goes to 80) in 5th. At 60 in 5th, I tach about 3200. At 80 about 3800.
This is certinally not pushing the 4.0 to it's limit, as my valves start to float at about 4600.
And as all know, the 4.0 runs good at hi rpm's.
As for wheelin' 4.10's and 33's are great.
Alot of torque, yet the tires do not break loose easily.
Could I have gone to 4.56, and yet feel comfortable? Yes.
If I know what I do today, and do a gear change, would I go to 4.56. No.
I feel the 4.10's and 33's are a good combination for my XJ.
Now keep in mind I am running 10.50's. Were I to go to 12" wide, I would most likely consider 4.56, as there is more rolling resistance.
Of course I would never run 12" wide. I feel it is too much tire, that is not needed for an XJ at 6".
There are factors that come into play when building to the right stats.
In my area there is no sand. Therefore there is no need for me to air down and float. Were I to live out west, I might feel diferently, and want to run a wide stance tire.
Wheels are another factor. I believe for the 33x10.50 a 7" wheel is best.
The tire fits well, maintains a bead well, provides a nice look, and allows for maximum height.
Here in Pa. one must keep that tire within the fender, or at least clost to it.
That is another factor.
Make your choice wisely as with any gear change, you only want to do once.
Good Luck
http://www.geocities.com/lancaster_xj/Jeep.html
When I regeared my XJ to 4.11's it was when I was still running 235's..... Now I got 31's and I kind of miss a bit of the torque every so often. Not that I need it.... I just miss it. If I was going to go to 33's I would think about getting 4.56's but.... if your choice is between 32's and 33's I'd go 33's (if that makes any sense)....
