just put a 2" budget boost on my 96zj this weekend. have 31" tires on the way. i'll let you know how that works out for me.
i'd consider what newbie said if you wanna go 3+, cause otherwise, for a good 4.5" lift on a zj, you're gonna be shelling out some dough. the rubicon express 4.5" lift is around $1400, and the longarm 4.5" is about $2500. if you get the idea. i'm sure you might be able to find something cheaper, but rubicon express makes good stuff, and the kits are all inclusive for everything you'll need.
so for 33's, just be prepared to shell out some serious green. and like i said, once i get my 31's on under the lift i just installed, i'll tell you how that performs. do you definately want 33s over 31s? i mean bigger is always nicer, but it might only matter if you have a certain trail in mind if you catch my drift. 31's will perform nicely.