First, welcome to JKO! Second, go wheel the Jeep before you build it! Okay, now that we have that out of the way, if you have a chance to build it up now (wife approval etc) vs. later, go ahead and put a few parts on.
Everyone above gave you some pretty good advice. Before throwing in my two cents, where are you located, and do you know what type of trails the local clubs go on? Dirt, dunes, rocks, etc? That could influence your tire selection.
When I went to 35's I went with a MT - Cooper, Falken, Goodyear, and Maxxis all have good options. For wheels, I am with the other guys. Get something inexpensive that you don't mind scratching up. Procomp, XD, and Mickey Thompson all make wheels with the correct backspacing. If you want something made in America American Eagle should have a few wheels that fit...
Now, with wheels, tires, and a tuner or Procal to adjust for the new tire diameter, you have all of the other fun stuff! If you are not set on a suspension system I would spend a little extra time here - look at basic options from Synergy/Poly, MetalCloak, and Rockcrawler. All of them have kits that you can build on as you wheel more.
When it comes to bumpers and armor I am with Soonerfan - I like lighter weight gear and think that aluminum makes a lot of sense for the right application. You can also get some fairly light, compact stubby bumpers done in steel from guys on here. Search for VKS fab and see what Vick can do for you. For the rear, the lightest combination you could get would be an aluminum stubby and either a Teraflex or Genright carrier. If you want to save a couple of dollars, or if you want to put a few extra dollars into your suspension, grab a bumper later and just strap your spare tire down in the back when you wheel.
Finally, when it comes to gears and lockers, unless you are up in the mountains at elevation try to get out and wheel once or twice to see how you like it and see how things go without a locker. That said, with 35's you will probably want to regear. Unless you do the install yourself I would go ahead and get a locker or pair of lockers done at the same time - this will cut down on labor charges.
Now go have some fun!