I would get gauges to monitor boost, EGT, fuel pressure, maybe trans temp. Also, if you plan on running that thing turned up real high, a new torque converter. I am not sure what the shift kit includes so maybe you are good to go. The stock torque converter is good to about 700lbs torque and then you will get some slippage, although your VB may up it a bit.
Also, do you have any other mods on your truck? If you wanna spend a little money an air intake and free flowing exhaust will help some with power/mpg, and will cut down EGT a lot. Your turbo will whistle more loudly, and your exhaust will sound even better than stock.
Also, an intake elbow is said to be more beneficial than either of those items on a mostly stock truck. You can search the threads for "intake elbow" and find some good recent tests.
I do have each item I have spoken about (except the TC) and would buy each again.
Go under the "Discussion Forums" link at the top of the home page and then go down to "user control panel". Then on the left you will be able to click on "edit signature". That is how you get to put stuff under your post that says all about your truck. If you don't do it some people will get testy with you when you ask questions. Good luck!