I have a ~9k Rugged Ridge winch that works pretty well. It's my first winch. It's a little slow, but does the job.
If I had to do it over again I would probably just pick up one of the Harbor Freight winches and spend the saved money on a good synthetic rope. I hate pulling cable, and it can be a royal pain to unwind and rewind if it wads up when you are using it.
If you get a synthetic rope, you wont need the gloves or line damper. The tree hugger and snatch blocks are optional, but I wouldn't go without a good recovery strap or D rings.
I just got a coupon today for a 12k winch at Harbor Freight for around $250.
If you want fast and tough, and dont mind having an enormous anchor on the front of your rig, then you cant beat a good Warn 8274.
Here is some reading material:
http://www.fourwheeler.com/how-to/129-1 ... -shootout/