going with higher gear ratios in the axles will help keep the motor and transmission from overworking to push the bigger tires and performing the same as it did before the bigger tires. Traction (lockers, limited slip, etc.) in the axles will help it perform better offroad cause it will lock the axles and send the same power to each wheel on the axle, helping to keep you from getting stuck or to get you over obstacles
33's are pretty mild these days for offroad vehicles and you may not see a huge difference in performance from stock when driving, but sometimes with bigger than stock tires you will notice that you need to run your vehicles at a higher RPM on the motor to get it to reach your usual speeds, or may lose a top gear on a manual transmission because the axle gearing is too low.
Things like lockers are great offroad, but can be a pain in the butt on the road cause you will notice a ratcheting or chirping noise when going around regular corners cause it locks the axle to keep both wheels turning at the same speeds, instead of allowing one wheel to turn at a different speed then the other to get around corners like your stock axles do. A selectable (air locker) or a limited slip are better options for daily driver/weekend wheeler vehicles cause it will allow you to turn on the locker when needed for offroading, and turning it off for on road use.
Otherwise theres nothing else really that you 'need" to do, its going to all depend on what you want to do with it. body lifts only give you space to run a bigger tire which only gives you more clearance below the vehicle offroad (1/2 the difference between the stock size and the new size, so a 29" tire going a 33" tire would only get you at best 2" more clearance). Suspension lifts change the suspension geometry and usually will give the vehicle more flex which is useful when offroading over rocks and obstacles. If your going to get into serious offroading and rock climbing, body protection is a good idea (skid plates, rock rails, exo cage), roll cages are always good for anything more then mild offroading, safety harnesses for all passengers, etc.
I always say the first modifications that should be made to a vehicle for offroading are proper recovery points (tow hooks) and good recovery gear (recovery straps - Not Tow Straps, a tool kit, first aid kit, etc.) and even a good winch.
