After Market Mod Help needed. Pls.

[BIGHOSS09]

Alright so i just bought my first diesel. I have a 95 f250 single cab long wheel base 7.3 turbo. I know nothing about diesels. I really wanna to some things to it (programmer, chip, bigger turbo, different clutch, and 22.5 alecoas.) But i have no clue what the better out of all that are out there. I have also thought about turning it up but, that takes away gas mileage, so i have heard. But if anybody out there could give me a hand in any of it i would appreciate it a lot. Thanks and god bless.

[GM Duraturd]

In order I would do it.

Intake
Exhaust
Guages
Chip (custom tunes)
injectors
hpop
turbo
intercooler
fuel system
etc
etc
etc