x2 on what Carey said... I would change gearing before you go taller than 40" tires, or expect the truck to behave differently, especially on steep descents (i.e. TOO FAST downhill!)
I wrote up a review of the Rubberduck suspension lift here:
http://hummer.off-road.com/hummer/ar....jsp?id=330715
There a couple of other options out there now, too - one is similar to the Rubberduck lift but excludes the shims that correct the balljoint angles - not sure how detrimental to the kit that would be, but it does save money...