For a Wrangler, get a winch rated anywhere in the 8,000-10,000 range. (Anything less won't give you enough pulling power when you need it most, and isn't worth the price savings.) Brand is personal preference. I like my Warn 8274, and have found Warn customer service to be great. I do not like Ramsey. Milemarker hydraulic winches will pull all day, but they are slow, require you to use your power steering system to make them work, and won't work at all unless your engine is running, therefore not the best choice for self-recovery.
As noted above, get the proper accessories such as shackles, chain, tree strap, tow strap (loops at each end, no hooks), snatch block, heavy leather gloves, etc. (Both Warn and Ramsey sell these in a kit.) Be sure your jeep has adequate tow hooks and/or D-ring shackles at both ends (all four corners is better), secured with the proper hardware. Most important, learn how to use your winch safely and practice using it before you need it.
You also want to give attention to your electrical system. A winch draws a lot of current. Be sure your charging system is up to snuff, all cables are fresh and connections clean and tight. You may want to consider a dual battery set up with a battery isolator between the two. That way your starting battery cannot be drawn down by your winch. (I once watched a guy on the Rubicon Trail use his winch for less than a minute when the engine was not running and drain his battery down so far that he couldn't get the engine started again. By the time we pulled a battery from another jeep to get close enough to use jumper cables, he had backed up nearly 30 rigs and became the butt of some very nasty comments on the CB.)
Oh, I almost forgot. Sometimes months can go by between winch uses. After any trip where you use your winch, let the cable out and re-spool it, making sure there are no kinks or signs of damage, and that the cable is clean. Also, it's a good idea to make sure your winch is working just before you hit the trail. I once found myself in a "predicament" requiring quick work only to discover that the ground connection for my winch, which hadn't been needed for 5 or 6 months, had developed some hidden corrosion which prevented the winch motor from operating. The problem could have been fixed in camp in less than
5 minutes had I bothered to check winch operation that morning.