Well firstly, if you like the sound of your current setup, then why change it? You could spend countless hours and pounds in search of a better tone, but I like to approach upgrades with the 'if it ain't broke, don't fix it' philosophy.
In saying that though, there are a vast number of options available to Fender users, as the parts on J and P basses are standard sizes really, and pretty much every aftermarket manufacturer makes a part to directly replace a standard Fender part.
A lot of Fender users upgrade their bridge at some point, but it's purely subjective whether or not it makes a bass sound 'better'. To my ears, a couple of my Jazz basses were vastly improved by replacing the stock bridge with a [url="http://www.leoquan.com/html/bass2details.html"]Leo Quan Badass Bass II bridge[/url].
Pickup-wise, again this is down to your own personal tastes. I have a set of [url="http://www.wizardpickups.co.uk/shop.asp?category=Bass&sub=Jazz%20Bass"]Wizard Sixty-Fours[/url] in one of my Jazz Basses, and a set of [url="http://www.wizardpickups.co.uk/shop.asp?category=Bass&sub=Jazz%20Bass"]Wizard Eighty-Fours[/url] in another.
There are certainly a vast number of possibilities out there, but if you investigate your options and make a few shrewd purchases, then you can end up with a personalised bass which sounds exactly as you want it.
Hope this helps,
Danny