Welcome to the forum! You chose the right place if ya ask me.
Okay so judging by the picture, its a 2wd, correct? If so, a 3" lift isnt going to do too much other than make it look like a 4wd, but its definitely been done before and actually quite often here on RF (im sure one of the lifted 2wd guys will chime in soon). Im always a proponent of going higher as opposed to lower, so i say go for it.
Rims arent as important as tire size when it comes to power and gas mileage. Idk if your rear is a 3.55 or if they swapped over to the 3.73s by your year, but 35s will probably put a lot of unnecessary load on your engine if you dont re-gear, so id go with 33s.
Rim size is up to your personal taste. Usually you only see 17s 18s and 20s due to overall appearance and availability of rims and tires in that size. For example, if you can find a 23" rim out there, youll likely not find the tire you want for it.
All of this will add up to one thing, generally worse gas mileage. I recently leveled my truck and lost close to 3mpg. BUT IT WAS SOOOOOO WORTH IT!!!
Anyways, welcome, hope i could help