IMHO, for 35's on a Rubicon w/auto no re-gear is needed, but as Blackjku said, you'll want to re-cal the speedo to keep correct shift points etc. If I were to do 37's I would re-gear to at least 5.13.
For mild wheeling/trail riding on 35's I feel stock axle shafts and steering is sufficient, with that said, chromoly axle shafts are never a bad thing and you get a spare set out of your old ones. 37's, I would definitely go with chromoly's and take a hard look at steering components.
Lift. Lot's of personal preference here, I'm from the biggest size tire/least amount of lift school of thought. I'm running 35's on a 2.5" lift with flat fenders and have plenty of clearance, enough in fact that I could remove the lift and still clear. If I were to move to 37's I would be glad I have the lift, but with some strategic trimming, I could get by with no lift.