Greg,
First, welcome to the TDR. Since you're in the Houston area, you might want to check out the Lone Star TurboDiesel Registry (LSTDR) website at lstdr.org. We just had a "BOMBing day" this month, and there's talk about having another in March - if nothing else, you should be able to look at a lot of trucks and pick up some ideas.
Insofar as gauges are concerned, I'd offer the following:
Fuel pressure - I went with a Westach dual combo fuel pressure gauge that reads 0-16 psig so that I can monitor both pre-filter and post-filter fuel pressure. In retrospect, I should have specified a 0-20 or 0-30 psig gauge as the 2002 lift pump pegs my gauges at idle.
EGT - a 0-1600 degF should be plenty. I went with the Westach dual combo EGT/boost gauge with the exhaust thermocouple mounted pre-turbo. Stock, I could see 1300 degF exhaust temperatures when pulling our 13,500 lb 36' 5ver in the Texas Hill Country. With the current mods on our truck (see signature), this has dropped to 1100 degF maximum pre-turbo exhaust temps, but I'm getting ready to fix that with some DD2 injectors.
Boost - Stock, you'll see around 20-22 psig. The Westach dual combo EGT/boost gauge I bought is the "standard" one that goes up to 34 psig. With my current mods, I'm running 30-32 psig boost - I may well have to upgrade the gauge to the higher scale Westach EGT/boost gauge available from Geno's that, I think, goes up to 50 psig when the DD2's go in. With the stock HX35W turbo, however, you really shouldn't go over about 34 psig boost anyway since it's too inefficient beyond that point and creates too much heat in the compressor output air.
Hope this helps - maybe we'll see you at an upcoming LSTDR meeting.
Rusty