Research, Research, Research... This was my first diesel and this site is the best out there IMO hands down.
Pull a Oasis report on your truck so you know its history! This truck has had some issue, mostly minor, but its always good to know.
I know it's easy to get wrapped up in the whole modding/lifting this awesome truck, but really you should do the "essentials" first.
1. Tune/delete H&S or Spartan $14-1800
1a. New intercooler/turbo boots and straps $2-400 (cheap insurance)
2. Fuel/water separator: AirDog2 D-165 or FASS $5-700
3. CAI and Exhaust $7-1200
4. IF everything on the truck is good then get the lift and wheels and look into doing a FULL EGR delete ($1700), headstuds $5-700 too.
This is just my opinion from all my research and its also what I have done in this order. Others may say do something else, but this can get you started.
OH!! The first few mods will get you 5-600 HP and 1000-1200lbs of Torque at the Wheels!!!!!
Good luck and keep us posted,