New to the Power Stroke and some questions

[1999 F-550]

First off thanks for the great website. The tech articles are great. I just changed half my glow plugs and they helped a lot. I'm going to change the other half tomorrow. I picked up a 1999 F-550 4x4 6spd about a year ago. The truck has been pretty good but not great. I came from driving a 1992 Dodge 1-ton 4x4 cummins. I have added a 4" exhaust and an airfilter system to the powerstroke. It helped with power and mpg but not enough. I want to make sure this thing is in good tune before I do anything else. Right now I think it struggles with power. The MPG sucks compared to my Dodge. I get 11-12 empty ans 9-10 loaded. The Dodge did 18empty and 12-13 loaded. Both trucks loaded were around 30k lbs. What should I check to make sure the truck is running the way it should? Please point me in the right direction. I really like the way this truck drives and handles the weight. The brakes seem to really good also. I'm just not happy with the engine as of now.

Thanks Scott