Welcome aboard Randy! I too am a relatively new member here but I can tell you this, you have found a great place full of experienced people to help you hot-rod you new truck!
When I first joined, I would log on and read, I mean read for hours. There are a lot of past threads and links to vendors that will get you up on the learning curve really fast.
My truck is still basically stock for the moment, but since joining the board and reading what has worked for others here, I have serveral items ordered for my truck.
On starting my mods, I decided to take care of the "breathing", exhaust and gauges before I did anything heavy duty with electronics. As others will tell you, our trucks did not come with the proper instruments to monitor the effectiveness of hi-po ad ons. The first thing I did was to order a boost gauge, EGT gauge, fuel pressure gauge, and a nice pillar pod to hold all of them. I ordered mine from Geno's garage. Do a search on Gauges and you will get a long line of post. Should keep you busy for a while.
On the exhaust side, unless you are going to get wild in the furture, the straight piping job you did will work great. I wanted to try something different and ordered a 4" Turbo back system from Flowmaster. I started a post on this new system. Check it out too. Most people here have the Jardine 4" system and have had really good results with it.
As far as air filters are concerned, I have found this to be a great debate on this website. Everything is used from AFE, K&N, BHAF (Big Honking Air Filter), to the "scotty air" system. Do a search on these and you will have enough reading to keep you busy for a while. In a nut shell, the main theme here regardless of type used is to get rid of the restrictive stock air box and use a filter with plenty of surface area to decrease pressure drop!
The "boxes" are similar to the choices with the air filters. More than you can shake a stick at. I also chose the Edge EZ for a couple of reasons. I wanted more power but didn't want to get to radical to start with. The EZ is a very simple, quick install and take out in case you have to revist the "stealer" for warranty work. The way it installs is not permanent so the dealer will not know you have been "tinkering" with your truck and try to void any warranty work. Go to the Links area and visit the EDGE website. There are also many other boxes available, this was just my choice.
Sorry to get long winded here but just wanted to share where I was at since I am new to this "diesel game" too... ...
So, get you a cold drink of your choice and do some reading!!!!
Good luck on your upgrades and welcome aboard... .