congrats on the find... you're on the right track with the mods you want to make... just might want to change the order in which you do them.
DIY intake/6637 filter -- cheap, easy, great filter, great air flow, best bang for your buck
Straight pipe the stock exhaust, remove the cat if you can in your state without causing inspection issues. No NEED for larger exhaust untill you're pushing 400+ HP, the stock muffler is the bottle neck.
Gauges (EGT, Boost, Trans Temp) at any point before any tuner... I like DP Tuner, others will tell you about TS chips, with tunes on them by Wildman, Beans, Swamps, PHP, etc. Pick one you like, talk to the people burning the tunes, etc. I've had good luck with DP, and will get one for our Excursion when funds (and the wife) allow. It currently has an Edge Evolution, I hate it, it make the trans shift funny.
Things like trans cooler upgrades are also a good idea, the stock cooler is tiny...
Good luck, enjoy your new ride... they are really nice trucks, we have had ours about a year now, and it's a great family hauler, with 5 kids, we make use of it to it's full extent.
'99 E350 DRW Stahl 11' util box van, 7.3 PSD, stock. 138k SOLD
'00 F350 extcab, 9' utility bed, dually 221k
E'99 F250 extcab, S/Bed 211k
'00 Excursion Limited, 7.3PSD 281k
'84 Chevy K-30, 6.2L TD, woods/trail beater. 141k