You'll need to do some more homework.
As already mentioned, a monitor solution first. Most go with either a Edge Insight CS/CTS or ScangaugeII. You will need to find out the health of your motor before you go wasting money on go fast parts, when you could of spent that money on preventing 6.0 issues.
This link will get you started.
Things to consider about owning a 6.0L
After you have the monitor solution, and have fixed any issues that you find, then you can start adding the go fast parts.
No need for an aftermarket CAI, the stock filter will support up to 500hp and will out filter any aftermarket CAI. Allowing dirt/dust into the turbo can and will destroy it.
Exhaust comes down to personal preference and bank account.
With the 6.0, SCT with custom tunes is the proven programmer. Enough said.
The 6.0 don't have a wastegate, it's a VGT (variable geometry turbo).
Here is the coffee table books, read up on the 6.0 and VGT so you'll know what and where parts are located.
2004 F350 CC DRW King Ranch
X-3 tunes by DJ'S,QT,GH,ID. Gryphon FICM tunes, ARP studs,Stage 1turbo,ATS coolant recirc lines,Swamp's 48v ficm,coolant filter,AD2,Snow Perf stage II,EGR delete,4" turbo back straight pipe,S&Bintake,Quad "A" pillar autometer gauges,Suncoast Tri Disk Conv.,Billet input shaft,Suncoast superduty rebuild kit,Trans-go shift kit,Mag-Hytec trans pan,CFM+ elbow,ccv mod,15K reese 5er,17" LCD TV/DVD,Cobra 29 Nitewatch CB