First step, stop listening to the powerstrokehelp.com guy. Critical here.
Find a competent shop in your area with a good knowledge and reputation working on the 6.0L trucks, and do your research here on the ORG.
Check link in my sig for detailed bullet-proofing.
Parts alone, using the OEM oil cooler, you're talking around $2500 to bullet-proof the truck: Studs, OEM HGs, EGR cooler solution, OEM oil cooler, MY weaknesses addressed.
From there its labor costs, Ford charges on average 28-30 hours of labor for a Cab-Off job. Get in with a shop and see what they will charge you.
As for speed, check out the performance link in my sig. Speed doesn't cost much with a studded truck (electronic tuning ~$420 - puts you with 425RWHP on tap). You can take that further with a little FICM tuning.
If you want more than that, I suggest you research the injector and turbo combinations, and figure out what level of power you want to be at, and come up with the list of supporting modifications from there.
Don't underestimate monitoring these trucks, again link in sig.
Any questions, let us know.