Of the things you list, I would wait, save up, and do the suspension lift. Your stock steering should be fine with your setup.
If I were you, I would start adding skid plates. Buy the front and engine skid first, and then add the transfer case and then the gas tank skid. Although, if you can, the Shrock front bumper rocks, but skids, although unseen, will give you protection and confidence off-road.
The first thing I did was the SL, but that was after I broke a couple of springs so I justified it.
Also, on the easy, and less expensive side is putting in a Volant air intake. I like the Volant because it is a true cold-air intake. I have the Stillen in the new X and it sounds great, but if I were to off-road this truck in mud, the Volant is far better.
Just my 2 cents.