There are a lot of trails near Big Bear. I was down there about 5 years ago and enjoyed the 2N02/3N03 loop (pretty mild but fun), Wild Horse Meadow (mild but pretty), Jacoby Canyon (intermediate, I'd recommend sliders or a very good spotter) and Gold Mountain (a little more advanced, you'll want to wait until you have armor) but I know there are a bunch of other trails in the area as well. I also did Skyline and Grandview Loop, which were easy. I thought those two trails were kinda meh, but my perception may have been clouded by the fact that there was a big mountain biking event that made it difficult to enjoy the trails.
I would also highly recommend you purchase either
(one, not both), as well as
As far as upgrades, I posted this thread a couple days ago: http://www.clubfrontier.org/forums/f15/what-does-take-make-frontier-off-road-worthy-331586/
. Go give it a read and if you still have any questions, come back and ask. Short version of my answer is that I'd add some skids and sliders to your existing setup and wheel it that way for a while. Once you get some more off road miles on the truck, it will be easier to figure out what additional upgrades you want to do.
Oh, and welcome to the forum.