I had everhting engine wise in my signature done right at 200,000 miles when my headgaskets failed on a trip.
ARP studs are cheap - they themselves can be had for around $385 - $425 shipped. Check with some of the vendors on here and be sure to shop around - prices vary. Installation is what is expensive. Average you will pay for ARP stud install (or H-11's for that matter - H-11 is an alternative to ARP) is around $2000. Its labor intensive and the ARP's require 245ftlb torque each stud. There are 16 of them. That's a 3' torque wrench and alot of pressure. Up goes the price.
EGR delete you can do for anywhere from $50 (what I did) on up to over $1000 for the kit. All depends what your wallet says. I did the Full EGR Delete DIY found right here with pictures on the forum. Go to 6.0 Mod Help and scroll towards the bottom. I printed this thread out, handed it to my mechanic and $50 later - the work was done. But he was doing a full head gasket job - ARP's, decked heads, magnafluxed, new radiator, oil cooler, EGR delete, new 4" TB exhaust, ICP and the list goes on and on.
Coolant filter I have heard is more useful when the engine is more new then old. Something to do with capturing the sand remaining in the system from the casting of the block or something like that. Plus - a coolant filter only filters a very small portion of your coolant - it draws from the coolant - does not run all the coolant through like an oil or fuel filter. Others would have to chime in here to whether they are really worth it or not. My opinion is no. But thats just my opinion.
Gauges are critical. I wish I did gauges alot sooner then I did. EGT (up to 1500 is all you need - anything over that and your engine is already melting down), Water Temp (used for Coolant Temp but the gauge wont say Coolant Temp thats why you get the gauge that says Water Temp), Oil Temp (anythign over 335* and your oil is coking in the turbo and where ever else it is that hot - think of oil in the frypan - gets too hot it cokes - does the same in your turbo oil passages - plus - oil temp and coolant temp should be within 15-20 degrees of each other or there are problems developing.) Also Boost - keep tabs on whether your overboosting your turbo.
Any other gauges would be Fuel Pressure and then Trans Temp. And if you really have more money with no where to allocate it - short of sending it to me
you can get deep dish trans pan, axle covers and a water/meth kit.