New to diesels, looking for guidance

[elementaltoad]

Firstly, because I know people ask, I did lots of searching, but as usual there are generally different perspectives of variable that still leave questions. I am new to diesels, but not DIY or motors in general, I have 2 F-Bodies and had a C4 Corvette, so I am hoping I come out on top of this deal:

I found a 1995 F350 SRW CC for $2,995, cosmetically speaking it has certainly seen better days. However mechanically it seems fairly sound, the transmission feels like it could use some tuning though. My question is, what would be a good starting point for mods with these? I have noticed many people suggest DPF, DP upgrade and a Wix 6637 air filter at minimum. Secondly, I want a device that can monitor parameters while running, can change speedo/shift/tire settings, and can also read/clear codes.(custom tuning on a NON-stock vehicle with dedicated gauges/senders would obviously be better),

For right now though the truck will stay all stock, other than possibly intake/exhaust. It seems like for me a dash mounted Evo CS or CST would be better (without using the tunes of course). How are the Evo tuners with the E40D, aside from causing then to turn into tiny metal particles behind the PSD, can they tune the shift setting to firm it up a bit without trashing things?

Note: The vehicle will primarily be used for light hauling (under 2,000lb), and lots of highway miles between Austin and Houston.

Thanks for the help, I've always wanted a Ford diesel, so I think it's time for the big truck phase. I'm a die hard GM guy but the Duramax rigs have never really caught my attention like the PSD have.