Read the "how to tech" articles on this site concerning suspension design and lifts and wheels and tires and transmissions and transfer cases and "all that stuff" then check out featured vehicles on the home page and find the build threads for the ones you like. There are all kinds of helpful articles and threads on this site. Research is your friend.
Then, once you figure out what you want, make a plan and start buying/building parts. The photos/videos thread from our recent anniversary trail ride will give you some good ideas. We had everything there from basic street trucks to a really capable buggy. It depends on what level of wheeling you want to do and what your wallet and skills will allow you to build. Of course, we're here to help you along.
A modest lift with good tires and decent driving skills will go a long way.