Synthetic or not will give you a wide range of opinions. Some like dino and some like synthetic. Ultimately the choice is up to you.
As far as the intake some of us are using the B. H. A. F ( Big honking air filter ) and like it. Others are using reuseable filters that can be cleaned and re-oiled. The general consensus is to stay away from K&N although some swear by it and like it. One problem I found with the K&N is that after putting an Edge EZ on the truck and being able to pull close to 30psi boost I could suck the oil off the K&N. There are other reusuable filters being used with better results and again do the research and make your choice.
The exhaust is another wide open topic as well. Rip Rook is one guy that has a great following here and has a great 4in system that is under alot of trucks.
Do a search on the items you want and you will go blind with all the reading and info.
Welcome aboard and have fun with the truck and watch out for the bombing bug, once it bites you are hooked.