In terms of "performance", there's not much to be had- especially for the price. The only thing that will help is a tuner that can correct your speedometer since your shift points are off due to the increase in diameter. But don't expect an intake/exhaust/ported throttle body to have a significant change (normally people "feel" a change from the placebo effect... kind of like how your vehicle "feels" like it runs better after you wash it. They feel better performance because they expect to feel it. So be wary of dropping $400+ for these types of mods. $.02)
As far a wear goes, just keep an eye on everything as you normally would. These vehicles can handle 33s pretty well (in terms of suspension), i think the weakest link is the steering rack.
Tranny.... yes. Make sure you keep up with maintenance on it since the tranny will be getting a workout. Only thing that will help the tranny is regearing the axles which, unfortunately, is not much of an option right now. The other thing that helps the trans is an external cooler... so if yours isn't already equipped with one, that would be a good mod. Or, if it is equipped, a larger one would help.