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With air filter marginal gain, risk of blowing the engine is a huge trade-off. If you opt for one, make sure the air filter housing and plumbing is always secured (not leaking) and the neck is flexible, as when these things fail, the engine sucks free-flow sand - very common failure point. Stock rims are safer, as most aftermarket will break or have an unbalance issue. If you still want, go with a top-notch brand with "OFFICIAL DISTRIBUTOR" as many (or most) tire shops sell fake replicas. For tires, any lightweight AT tire is a must for offroading - Yokohama Geolander, Michelin LTX force, Cooper AT3 are good. That's the only thing we don't to stay unbiased. You can check good garage based on Google reviews very easily or through business listings here.

Congratulations @RiadJL

You will be happy in the long run, if you don't modify your Pajero. As with extensive modification plans reliability goes down and that is the number 1 thing needed while off-roading to come back home in the same car. For Pajero, maximum I think body mods like a front bash plate and rear bumper skid plate are good to prevent sand scooping. If you plan to lift, do not exceed more than 2 inches, as it will increase the risk of rollover in dunes. Again this area is very subjective if you learn to drive properly only, otherwise with stock height you can roll if you are taking the wrong lines, or fighting gravity extensively without the rolling momentum. The bottom line, with stock height, most mistakes will be forgiven. With 2-inch height - some mistakes will be forgiven. Above 2 inches lift - most mistakes will not be forgiven. If you plan to off-road a lot with this car, opt for a slim profile and lightest roof rack and not big and bulky, as any added weight and height over the roof, will disturb the center of gravity and you will feel very tipsy on dunes and even on mountains. The paint job is always my personal preference over a wrap, as it's permanent, durable and looks real unless you intend to change color and try it out with a wrap. This is purely personal preference, nothing wrong with wrap tbh. 3.8 + SWB on Pajero is your good enough starting point, so don't overthink as that much power-to-weight ratio is reasonable and respectable among most good off-road-worthy cars.

Thanks all! Looking forward to the new level and improving my skills. Absolutely agree @Batuhan Kulac. Will definitely take it easy on the first few FB+ drives until I feel comfortable with the drive level Sadly can't come out to play this week but will be back in action next weekend. See you all on the sand soon