The 4.0 has a pretty impressive intake system from the factory. I have the K&N replacement filter in mine and have noticed no appreciable or noticeable gains in performance or efficiency. The 3 to 5 HP gain you MIGHT see from an aftermarket intake kit will not be something you will notice, IMO.

Trying to find a 10% gain is not likely to be anything you will be able to perceive and would take more than an intake and an exhaust on the 4.0 The engine is already optimized and has the VVTi and intuitive electronic management. Drive with your foot in it all the time and the engine will always respond as such. Wait until you have burned up the warranty mileage and install the URD supercharger kit.

Headers, JBA. The exhaust system would benefit from a freer flowing muffler, but the tubing is already 2.5". Cat-back kits will add the muffler and look fancier, that's about it...

The dealer will almost ALWAYS point at aftermarket parts as being the cause of issues, caveat emptor.