Gauges! Any tuner or chip should be 2nd to gauges... you need the info they give you to make sure the chip isn't causing high EGTS, or your trans is too hot.
EGT, boost, and trans temp (for auto's) should be first on your list...
And, yeah, ditch the superchips, and get DP Tuner tunes (I have) or I also hear that Tony Wildman chips are just as good... much better for the truck, Superchips is more genaric tunes... more likely to hurt trans and motor.
Exhaust, ditch the stock muffler for straight pipe, or NCHornet likes the Walker BTM mufflers, they are more straight thru, and still cut the noise. I like my straight pipe, I drive with the pass side window down most of the time just to hear it! You dont' really NEED a bigger than stock exhaust untill you go for big HP. (Bigger turbo, and injectors)