If talking about physical weight carrying capacity, I think that converting to 2.5" coil overs will help there. Maybe the most important thing to upgrade is actually the brakes.I know in Australia they can legitimately increase GVWR of the rigs, which they do on some jeeps, may just be a suspension thing or something more substantial, not sure.
The existing wrangler brakes just aren't going to cut it. I plan to switch to the 'big brake kit' to go to dual-piston calipers.
If legally changing the GVWR is what you mean, I understand you can do that in Florida (where I live), but I haven't actually done any real research yet.