Here's another stupid question from me. I've never worked on SUV's before so I wanted to know what should be the first modification I make to my car.
I'm looking for a bit more acceleration and hopefully better fuel economy, but the latter is not too important.
I'd appreciate any thoughts you may have on this.

All the answers should be in this section but the general concensus is this: intake, exhaust and possibly headers. However, there will not be all that much gain from all that. I wouldn't count on much. I'm thinking that all the money spent on those mods don't really justify the gain you will have.

That's about it my friend. Get rid of all the unnecessary weight, don't carry crap around with ya that you don't need and get some smaller skinnier tires (kidding). OTher than that, that's about it.

The most direct way to improve acceleration is gearing...change your diff gears to a lower ratio (higher numerical ratio)...and you'll scoot off the line and accelerate faster, no problem.

Its expensive though, a few hundred per diff (And yes, you have to do both...).

You can also put in a freer flowing exhaust and intake, cold air induction, better headers, etc.

Do you off road it too? If you do, some of the options can be combined, if not, other options can become more advantageous, etc.

Do you do long hwy drives, or city type point and squirt driving, etc?

As much as I would like to, I don't really do off road stuff since my car isn't 4X4 and I even have trouble getting through the beach sand here in panama city.
I do a lot of in town driving and go on highways about twice a month or so but there are a lot of streets around here that the speed limit is 55 or 60.
I appreciate the responces guys, every bit helps.