Go to the CRD Tech forum on this website (one link down from this forum on the main listing) and skim through the available threads. Most useful one is this:
http://www.lostjeeps.com/forum/phpBB3/vie ... hp?t=24961
The CRD is a diesel, so forget about most every idea you have for improving performance. First mods are either the ORM or SEGR (the link explains what they are). V6 airbox mod if you live in a wet climate. Cold air intake/K&N filter are a waste of money and may actually harm things (diesel sucks a lot of air and can pull in sand/dust through these filters). Depending on the mileage on the CRD, clean the MAP sensor, then do either a CCV filter (like a provent) or the elephan hose mod (if you don't mind oil in your driveway).
Exhaust is 2.5" stock, good quality, except for the muffler which is too restrictive. Straight pipe or glasspack if you don't mind the sound (it's a diesel, you won't hear much), or a magna flow or flowmaster if you prefer a growl to a pop.
A number of diesel pressure box-style programmers out there for the CRD. The best ones also have boost fooling (Edge Trailjammer is the one I have). Other option is to have the ECU reprogrammed (Inmotion has been doing this for a while, Kerma of VW diesel tuning fame is working on some stuff now as well).
Biggest known mechanical issues are 1) crappy torque converter (if you start boosting torque with a pressure box or tuner, you will kill the stock converter eventually), and 2) poor fuel filter head design (if yours leaks it will let air into the fueling system, which causes bucking at certain speeds, can cause random engine shut downs, etc...) -- the lift pump mod people talk about will fix this (but still leave you with a poor filter). Some folks with the problem have installed a higher-quality Racor filter head and reported no more problems (without installing a lift pump). And some of us have gone many miles (25k here) with no issues with the stock unit.