#1 -- I've been very happy with my Icons for both ride and range of motion. Nothing fancy, but they're good simple shocks.
#2 -- Stan at ToyOutfitters makes some awesome ones and can make them in a color you want if I'm not mistaken. Pretty sure he's NCFJ1 on the forum here
#3 -- Everything I've read and heard says they have no gain and while I'll usually do this on most vehicles, I'd rather put that money to something useful on the FJ.
#4 -- I'm running some halogens, HIDs and LEDs and I have to say that LEDs are the best light for all around purposes. You don't have to wait for them to warm up like HIDs and they're not even comparable to halogens since halogens suck by comparison in almost every aspect. If you're actually going to use your lights on road on a regular basis, look at halogens or proper HIDs in a projector housing. For off-road I'd go with the LEDs, but make sure you find some with a beam that will fit your needs.