I did that with mine, I put in the new DOT approved headlights from Truck-Lites. They only draw a few amps even when on hi. I also opted to go with LED aftermarket/AUX lights from PIAA. Once again, they only draw a few amps when running.
I'm also pulling out the radio. I'm not sure what I'm going to do for music yet, but I may just run a bluetooth connection to a couple of speakers in the stock location and use my phone or tablet as a music source. I'm also going to fo through and swap out as many bulbs in the Sami as possible to LEDs. There wont be many since the bumpers I have selected come with new lights built in and they eliminate all of the stock lights.
I will add a winch some time next year, but the infrequent use of it will really not nessicitate a larger alternator, just a larger battery for reserve.
I don't have AC in mine, but the blower motor for the heater does pull some good amps on start up. I can't do much about that other than not use it. I do have plans for on-board air, but by eliminating and carefully selecting other parts, I think it's doable on the stock set up.
Rob