I know if I go 3.5, I probably need to change shafts. But, what seems like the next big thing is lower center for 2.5.
That being said, is there really a huge difference? Am I really going to roll off a toll road by going 3.5 when 2.5 would not make me?
If you're planning to run this off-road with any frequency or difficulty, you'll need to replace your drive shafts eventually regardless of lift height. Might hold on a bit longer on a 2.5" lift but I wouldn't make that be a big deciding factor.
No, there's isn't a "huge difference" between a 2.5 and 3.5 inch lift. There's really three classes of built JK's in my opinion (I'm sure others would have other threshold opinions). There's the mostly-stock class, 2.5-4" lift 35-37" tire class, and the 4-6" 40"+ tire class. Within any of these classes, the size of lift and tire doesn't really matter that much. You get only marginal capability improvements when going to the upper end of that range. When you jump to the next class you get a huge performance gain. That's just been my observation. Within one of those classes, it's more about driver skill than having the marginally bigger tire or lift. That is to suggest that I feel a skilled driver in a 35"/2.5" Jeep can do much better than a less experienced driver in a 37"/3.5" Jeep. But unless there is a huge discrepancy in driver skill, neither will come close to competing with a Jeep on 40" tires on wide axles and a 5" lift because it's in a higher class of capability.
So basically, assuming a super hard core 40" tire build is not on the table, I'd decide more based on what you want the Jeep to look like and behave like on the road rather than thinking too much about off-road performance. After all, there's always a slightly bigger rock to drive over! If you want a great highway ride with some better axle durability, go with 2.5" lift and 35's. If you want a bigger Jeep (be it for looks, the slight trail performance improvements, or just because bigger is better) then go with a 3.5" lift and 37's. Everyone has different goals, and there are benefits to taking either path.
Generally, people say when deciding between two close sizes, go with the bigger size or you might regret it and/or end up just buying the bigger stuff later.