Edwin, whatever you do. This hobby isn't cheap.
In the last year I have spent over $6000 on my Jeep. And that doesn't include gas, basic maintenance (oil changes etc), or all the nickle and dime stuff I have forgotten about. And my Jeep still looks like ass
Research what you do... which you are by coming here.
Basically a rig should start with a good running platform, then safety and recovery gear (Cage, winches bumpers and such).
Once you have that stuff down, you can start looking into suspension / axles / lockers / gears / tires.
One of the things I did, which I really reccomend. Is, make the rig driveable and take it out wheeling "stock" so to say. Go on a run with some equipped folks, and look at what they have and do. You will learn your rig and see what you need to do to make it better. Expierence is key in this hobby, that and money.
Remember, all those "big dogs" you see didn't build those rigs overnight. And not a one of them is "finished."