Air Filter and Exhaust
Hello, The best bang for the buck in airfilters is the BHAF: Big Honkin' Air Filter. It is a simple install, with no cutting, drilling or added noise from the turbo. Do a search for BHAF, there is a lot of reading material. There are several suppliers for this filter. about $39-$50.
If you like noise, then go with the Pscotty air induction system, it requires cutting a large hole in the firewall of the cab, and that gives a virtual direct line for noise to the inside of the cab, some have reported that the turbo then resides in the glovebox.

However that is not for me! [see my Sig. ]
There are several good exhaust systems available, but there is a noise issue again. Some 4" systems tend to have a 1900-2100 rpm drone that reverberates inside the cab. Most people find it quite annoying. I just removed the muffler, and left the factory resonator, added an additional used 3. 5" resonator, and 4" tailpipe. It sounds a bit louder, but very little drone inside the cab.
Have you joined the GLTDR yet?? The 23rd of this month is a bombing get together in Maccomb. You may want to check this out.
I didn't see any gauges listed in your signature, I hope you have a fuel pressure and EGT guage as a minimum, with the Comp cranked up, high EGT's are guaranteed with stock intake and exhaust.
Good luck, happy HP hunting

Greg L