Libby
We got wifey a brand new one in 2006. There were some recalls out for the transmission, torque converter and pump. It never left us stranded, but was in the shop 3 or 4 times for this work.
Most all this was sorted out by 10K. It now has 50K on it.
I have done some things to improve drivability, ride and reliability.
Installed a transgo shift kit, installed a "OME" shock/strut kit that replaced the springs and put Ranchos in all corners. That greatly improved the ride and also lifted the Jeep almost 2 inches allowing me to install 245/70/16 Revos for excellent traction and ride.
I also ran around with the MAF disconnected for about 35K, but now a better option is available through Green Diesel Engineering, GDE. They are the Marco of Jeep diesels and have a tune that improves economy and deactivates the MAF without producing a CEL.
I have also converted the fuel filtration to the cat 2 micron filter, run synthetic oil with a Amsoil EO26 filter and get analysis every 10K when I change the oil.
In the braking department, I have put slotted rotors and performance friction pads in all corners.
All in all, this thing is a little torque monster and a blast to drive. We average about 25 mpg mixed driving.