Nick,
First off, welcome to the TDR!
Not sure what your budget is or if you even have one. Going with a Banks bundle will get you the whole package all at once if that's what you're after. It's expensive stuff, but I think it's well engineered. I wouldn't buy it based on the whole "it won't void your warranty" claim because it most definately will. You could probably get more performance for the money by putting your own system together from Edge, TST, Smarty, Bully Dog or BD just to name a few, but do your research and find out what else you will need to safely run that 180hp computer you add to your truck.
If you're looking to do a buildup in stages, I'd start with the intake. You have a wide range of choices and the stock filter housing is restrictive on the 3rd gen trucks. You also have options regarding how you want the truck to sound with this mod. You can really open it up with a full system and really hear the turbo, or you can just go with a higher flow filter and keep it sounding like stock.
I don't think doing an intake and an exhaust will get you any significant increase in mileage, but the intake will probably get you more than the exhaust. I'd personally hold off on the exhaust until you're making over 400hp or so. You probably won't notice any difference other than sound at power levels below 400hp or so.
I Am Afraid To Put Too Much On The Truck
If you're worried about warranty issues, you are probably right in feeling this way. You're 40,000 away from the end of your warranty, so it's a valid concern. The dealers are on the lookout for any mods you make to your truck and will void all or part of your warranty if they find evidence of modifications. This is part of the tradeoff you make to get the additional horsepower. You run the risk of having to replace expensive parts with your own money if something goes wrong.
I also have an '03 and I've just got the Edge with Attitude right now. I run it on level 3 and I can feel the clutch slip on levels 4-5. I am planning on an AFE stage II intake first, then maybe a bigger turbo to safely use all the power levels of the box. A new clutch may have to come before the turbo if it wears out or starts slipping. Exhaust will come after the turbo, then maybe an intercooler if EGT's are not under control. That's my plan right now.
If you fill out your signature under the User Control Panel, we can better understand what you have and make recommendations based on that instead of trying to guess your setup.
Hope this helps, and keep asking questions and doing searches for what you need.
-Dave