First, Welcome to the TDR... you will love it here, and your wallet will hate it. Now, onto the question at hand:
Banks, at least on here (and in my opinion) is overpriced and underpowered. You can get a lot more bang-for-your-buck by going with different aftermarket companies, and basically building your own system. You will see better performance and save $$$.
My recommendations:
For power, Edge Products for a box of some sort, and Diesel Dynamics for injectors. If you need a turbo, Piers Diesel Research is the way to go. . size depends on what power level you're at.
For Exhaust... Rip Rook's 4" system. Best bang for the buck from a great guy... nothing else to say that.
For transmission, well, this one is a very heated discussion, but I LOVE my DTT (Diesel Transmission Technology). There are others out there, such as ATS and Suncoast too, and no, I don't have any experience with them, but my DTT is awesome! (insert pom-pom's here)
Gauges, well, that's a personal preference, and you can get them from pretty much anyone. Personally, I like the Autometers and I have 4 Z-series gauges in my pickup (3 on the pillar, one in the cubby hole).
Do some searches on the boards (especially on transmission threads) and you will have more info then you could have ever wanted.
Good luck,
Josh