I'd do something along the lines of what I already did after two tries at it now, and working on a third here shortly...
Skip OME springs/shocks as for an expedition rig, you'll likely wind up too heavy and they'll be too soft/sag over time. Mine did, that was my first go around. Great for light rigs, not so much for heavier LJ's. So-
AEV/Nth 3" progressives-mine have held up great and are working great for the mild lift. Happy with them overall
Rancho 9000XL adjustable shocks-if you get the free myride deal, great-I like mine. These have been very handy. I'd recommend keeping your manual adjust knobs as trail spares in the event you break an air fitting. I did on the Rubicon trail, called Rancho and they sent me exactly what I asked for without question-free of charge. Two steel air fittings for the shocks and 4 new manual adjust knobs. I should have asked for 4 fittings and would have had I known the replacements were steel. Mount the shocks with the knob inside towards the axle and you won't have the issue I did. Nice to have spares in an emergency though...
Currie CA's throughout with JJ's at all ends, and front upper JJ housing kit to eliminate ALL rubber bushings. Huge improvement overall.
Off-road swaybars including either an anti-rock up front or Blaine's new dual-rate version, AND a rear universal currie anti-rock out back. With the LJ you have plenty of room to mount it as far rearward as you an, tons of room behind the tank-I love mine.
Vanco brakes-I've been running the 15" original test kit since '05 I think and love it. As I need new pads again, I'm actually upgrading rotors, calipers and pads to the most current 16" kit-not because I need more, but because I'm curious to see the difference between the two kits and with new rubber coming soon, will be a good idea what both kits can do. I LOVE the 15" setup if the 16" really is better, yeah for me as you can never have too much brake.
Currie steering upgrade-my stocker failed early on due to 255/85/16's...
You MIGHT be OK with that size on the factory Moabs, but I rubbed badly on LCA's, swaybar and spring perch in rear so I'd recommend Spydertrax spacers to widen things up a bit and make it more stable with the added height.
For armor, having had all steel stuff in the past, I am REALLY liking my Savvy aluminum stuff now. So, call Gerald at Savvy and order up an aluminum tank skid and their up-armor TT/engine skid. It comes with the BL and the engine lift is part of the front support structure so you kill two birds with one stone with this kit. Blaine's still working on the Rubicon version mount setups but will be done shortly. Huge advantage is all the protection without the weight, easier on the rig overall keeping it light weight. Being an expedition style rig, this is a huge advantage over steel armor due to the added weight you'll be carrying in gear. Save it anyway you can, armor is a HUGE killer in adding weight that you don't need when there are suitable alternatives in aluminum to do the same thing. Also swapped out my ARB bullbar for his front bumper, have shaved over 200 lbs in the rig with just a few changes of armor selection-and not done yet... Corner armor will be next for another 120 easy...
Now, for my third go around and depending on how far you want to take your build, highly recommend outboarding the rear shocks if you have the means. Poly kit is great, Gen-Right has one similar, both are excellent. Everything above is all basically bolt-on, this requires a little more fab work and welding, but is well worth it. While you're at it, relocate the rear upper spring perches back a bit to get the springs more vertical. Be doing this to mine before too long.
Winch-I highly recommend Warn. Something in the 8-9500 lbs range.
Cage-I built mine, but lots of folks like the Rockhard bolt-in.
Air supply-I have both compressors and C02 tank. I like both for different reasons. Co2 takes up a little more room, but is fast and portable.
I have yet to add an on-board welder, but am working on it eventually. For expedition use WAY out, would be great to have on hand for emergencies.
Good tire repair kit. I'd also like some tyre pliars-it's a PAIN without.
While I don't have one, I keep thinking a pull-pal would be nice. I've had a few times it would have come in handy out in the middle of nowhere. I made my own dead-man stakes-3 of them tied in series sunk in the ground. Work well, but time consuming and a pain to mess with. Sinking your spare works well too, but again, pain to mess with. I don't think this method works as well as the dead-men anchors, but it works if you put the time into it. Saves a bunch of money over the pull-pal, which is why I don't have one yet, but may have to pony up someday. Time is valuable on the trail.
Granted most of the above is going to run over $4K BUT you can get a good start and have a very well-built rig to handle about anything you want to throw at it for the cash you have on hand. Shop wisely where you buy things for the best deals. Package pricing usually gets better the more you buy at once. Savvy can handle all your Currie needs and armor as well as brakes and a few other things and work a good deal. Northridge can get about anything you could want too and is a vendor here.
Pretty good start above, BUT for some really cool stuff, check out TenaciousTJ's new Tenacious JK expedition build. Ryan has built a GREAT rig that performs very well (granted it's a JK) but he's got all kinds of cool gadgets for expedition use that really come in handy. I had the great pleasure of experiencing just a few of them first hand on the Rubicon Trail with him a couple months ago. Some good ideas there for good use that you could adapt or carry in the LJ.
Best of Luck,