Coming late to the discussion I know, but a few thoughts...
Winches. Had them on Defenders, the last one was the best. A factory-fitted 14,400lb Superwinch, engine driven by a PTO shaft off the transfer box. Slow, but could pull a house down and no strain on the battery or alternator. Hardly ever used it for self-recovery, though very useful for dragging other people.
Front mounted winches are only really useful for "quick" self recovery if you must go forwards, and far more often than not it turns out to be better to go backwards. Even with a winch you still need to minimise the forces involved by digging out mud/snow, breaking the suction if the wheels are in mud, etc. anyway. A vehicle bogged to the axles needs a lot of force to get it out unless you get some of that mud out of the way.
At a pinch, you can use a front-mounted winch to go backwards, but you need plenty of space, loads of cable and at least three swingblocks and three anchor points plus a good recovery point on the back of the vehicle.
Wire winch cable is more hassle, maintenance and danger than it's worth. If that rope snaps it will flail and anyone in the way is going to be hurt big time, so a heavy winch blanket or similar draped over wire rope to soak up the energy if the worst happens is essential.
What I've found most useful by far is a 48" hi-lift jack plus their wheel-mate and off-road kits. The wheel-mate allows you to jack using the wheel, which is good as (1) there's no other place on a Jimny you can use a hi-lift and (2) by lifting the wheel off the ground it breaks the suction holding the wheel in the mud/snow (making winching far easier and safer) and lets you get something like a waffle board or sacking (military surplus sandbags are good and very cheap online) under the wheel. Also good for getting axles off rocks, clumps of mud etc. The off-road kit contains stuff that lets you winch using chain while always keeping tension on everything - still slow, but not as slow. Hi-lift prices are very variable, shop around and don't spend more than you need to.
A hi-lift has got me out of far more messes than a winch ever has, plus it's generally useful as a fast jack. It's worth getting a spares kit as well.
Add in 20-30 feet of (stamped) grade 70 or 80 10mm chain (heavy but not too bulky) with a suitable clevis grab hook on one end, an assortment of straps (including axle straps), 3.15+ ton tested shackles and a bridle. Ground anchors are essential as that "convenient tree" in all the videos is never convenient in real life. Paddocks do a decent, heavy duty pin and plate style anchor that should work in most ground for around £50. Don't forget a lump hammer to whack the pins in.
I see a Tirfor-type winch as a very useful thing, but a Hi-lift+accessories is what I would always carry - even when I had the Superwinch.
NATO surplus entrenching tools are great, useful, tiny to store and cheap. Cadet Direct (I think they're called) do unissued ones for around a tenner less than most of the tatty MOD surplus used ones sold on Ebay. Don't buy anything other than a genuine NATO/British army issue one - the copies around are often very inferior.
I second, third, whatever about waffle boards. Very useful. They come in plastic as well as alloy by the way.
Don't think anyone's mentioned kinetic recovery, so I will. It's a really, really great way to pull bits off vehicles, break shackles and have heavy great lumps of metal flying at you like cannon balls. It's the option of last resort when you've got to the point you don't care if you do pull a chassis rail off because it's risk that, fetch a Chinook or leave the vehicle until it rusts into the landscape. I'm not even sure there's anywhere you could safely attach to on a Jimny anyway.
Oh yeah, don't forget the basics like a good torch, spare batteries, basic tools, waterproofs and a phone.
Finally, here's the big secret to all recovery techniques. Especially if on your own. If at all possible, avoid getting stuck in the first place. If in doubt, get out and take a look at the ground before driving into anything. That way you can save a huge amount of time, effort and swearing in the rain.
It's a cubby hole in the roof. 