An exhaust is not going to solve your issue of the need for power... a couple of horsepower at best, even with a cold air intake. Unless the programmer and chip manufactures have "certified dyno results" my experience is it's mostly snake oil. I chipped my Crossfire, it's a psychological seat of the pants gain at best. The chip maker promised 15~25 HP gain... no way. Re gearing is the best way to go, I noticed a real difference going from the 3.21 gears to 4.56 gears. LOL... I can now drive over a highway overpass with out loosing it. But, if it's true power you want, a supercharger or a hemi is the only real way to go. Air intakes, exhausts and chips are a cheap ricer boy way to try to get power. You can add the ricer's favorite... nitro for short bursts of speed. Remember. power costs... lots of $$$ = real power.
Actually... an exhaust can help, with the right choice. I took my 07 Chevy to the track on factory exhaust, open exhaust, and 3 different muffler choices and drove it for about a week to get gas MPG comparisons, they all had different results (yes, not drastic, but still noticeable) so... an exhaust can help. And... I did the same thing with my hypertech programmer on truck. Same thing, was it what they advertised? no, I didn't get a 25HP gain, but I did get some.
A re-gear does not get you extra HP, can get you more torque since it moves the curve. But, it's another comprimise. You gear it lower and can lose high speed. I don't think I need to get away from my 373s until I get taller tires.
I don't want to go to Supercharger or anything like that drastic just yet since it's still under warranty and still wifey's DD.
But later on it would be nice to be able to get a cam change and/or work the heads. Just not that kinda stuff is out there for jeep motors, I think