There is a major problem with the 3.7 V-6(same goes for the 4.7 V-8) when force fed,the top piston rings are located to high and the added PSI can break those piston releasing the top piston rings,bye-bye engine.Kenne-bell tried a super charger set-up at only 5psi and blew the engine and then they axed the kits for the 3.7 V-6's.You'd need to tear the engine apart and get forged pistons put in and major headwork done.Looking at about $3000(parts alone) alone to just get the engine ready to take the added HP from a turbo or supercharger.Not to mention it would be a piping nightmare to add a turbo to the 3.7 V-6 in a KJ.
The KJ is a Jeep,not a sports car,it's got plenty of power for what it is made for.You want to race get something ment to race,not a SUV.Don't add fuel to the fire by rolling your KJ in a street race,the greenies are trying to ban SUV's already and they don't need more free press supporting them.
You want a better sound add a FlowMaster 40 or super 44 muffler,JBA makes header for the 3.7 for '03+ KJ's also,add a CAI and you'll get about 20-30HP more.