hey pruist! welcome! glad to see another fellow american rocky owner!

ok hp wise increases, i would say exhuast. u need to junk that cast iron exhaust mainifold and see about slappin on some lukey, MRT (dont suggest them) or hurricane extractors (spendy to import, only one in the country to date thanks to me). i would suggest leaving the cat and muffler on (the 1.6 gets pretty loud, more so in the higher rev range, i know. lol). you also want some decent piping from your exhuast exit tip to the mainifold so that when you lay off the throttle, the cold air that is sucked in doesnt reach ur valves and burn em.
your next option would be to install an electric fan and throw out that viscious coupling fan. really frees up the torque range and gives you a bit more grunt.
since you have 30 coopers, i'm assuming the torsion bars have been wound already.
as for mods that cost no $$... not possible!

better start diggin out ur wallet cuz the mod bug is gonna bite..... HARD.
steep inclines, yeah its normal, more so with 30's. the rocky doesnt have all that great of gearing and the grunt is pretty small (only 92 hp!) so get used to shifting down quite a bit. dont be afraid to see the revs reaching as high as 6,000. she'll take it.
keep an eye on ur timing belt if you can. find out the last time its been changed and change it if its close to its deadline (45-50K miles). for if that timing belt snaps while the engine's runnin, you can kiss that head good bye. (got a rebuilt one with less than 4K on it for sale here.

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if you want more pics or ideas, feel free to PM me or toyhatsu, hes in col. and is doing the extreme to his rocky so you should look him up.