The head casting number is 7120. It is on the driver side top. You can see it even with the valve cover on. If this what you are looking at, it is the right head.
As far as exhaust goes, you will need to use an exhaust header/manifold for a 4.0 head. All of the stock ones are tube type headers and there are aftermarket ones as well. The 3 into 2 into 1 stock header is prone to cracking where all the two sides go into the final pipe.
Go to http://www.monsterslayer.com/jeep
for a complete write-up on the 4.0 head swap. That page is Jaffer's who is on this board all the time.
Your valve cover should work on the 4.0 head. Earlier 258's need a new valve cover too (I got mine from a junk yard for $25).
The whole cost if you buy a head from a junkyard will be around $500. This includes the head, exhaust, machining, gasket, bolts, etc. You can get brand new heads from Hesco for around $1,100. You would still need bolts, gasket, exhaust going this route so more like $1,400.
258 4.0 Head/MPI,NV4500,D300,4.10's,HS9500