Depnds on how much money you want to spend. First things first, get some gauges, most important, Boost and EGT, both will cost about $200. 00-$250. 00 depending on brand. They are easy to install. Then you can do other stuff and be able to monitor your engine. The easiest thing to do is a K&N or Amsoil in the stock airbox, or better, a bigger filter like a K&N RE-0880. That will open the truck up a bit and sound good too. Then you can get an EZ box and really have fun. i just put one in my 01' last week and it is absolutley incredible how much it wakes the truck up. It takes literally 2 minutes to install and you can get them for as low as $500. 00. Aside fromt he K&N and a 4" exhaust, my truck is stock performance wise. I still get 24mpg, have cooler EGT's and PLENTY of power. You should definatley do an exhaust to help keep the EGT's down. The JRE is nice, but if you strapped for cash, Jardine has a nice kit in the $400. 00 range. There is a thread from Ted Jannetty regarding the order of mods on your truck. For some reason search never works for me, but give it a try.
Good luck, Enjoy your Ram