Definately some of the cheapest and most effective upgrades that can be done to your rig would have to be a high performance exhaust, chip, and air intake. Keep in mind, when upgrading with a chip it is HIGHLY recommended to also install a Pyrometer and tranny temp gauges. The increased fuel youll be burning can drastically increase exhaust gas temps and wreak havoc on your engine and turbo. You should NOT sustain temps of 1300 F for any length of time. All in all, if you ask some of the guys who are vendors on this site I am sure they would be more than willing to point you in the right direction on what to buy for your specific application, and they will prolly give you a hell of a deal too!
Might I recommend Nate at Cowboy Diesel Performance, and the guys at Discount Power Parts. Good Luck and welcome to the site!