Biggest increase in power I've felt was by changing from mechanical fan to electric fans. I've done a bunch of stuff too, and when I had 4.10's I got 19mpg hwy. Since going to 4.88's I don't even bother keeping track, I just know it's more than 10.
List of stuff I've personally got on my xj
slightly bored TB
TB spacer
ford 19# injectors
99+ intake
Jet stage II chip
mechanical fan delete
snorkle with cannister filter
Port matched head
Banks Header
custom 3" downpipe to 3" cat and Flowmaster
Had a K&N style filter-deleted to install snorkle, I don't trust K&N anymore after having to re-ring 2 quads in one year. Never noticed a power difference, just more intake noise.
Don't buy in to the Super multi electrode spark plug hype, stock champion work best in this engine.
I also had a Jacobs ignition on the engine at one point. It functioned, but I didn't notice any gains, only increased spark plug wear.
HTH