Filters and oil
While the filter at the Dodge dealer isn't terribly overpriced, it is overpriced. I stick with the Fleetguard filters (stratapore?) from either Cummins or from Geno's Garage. When you go to replace the fuel filter, if you go to the Dodge dealer, take a cosigner with you. Parts department will all have lunch on you on that one. Definitely Geno's or Cummins.
As for moving to synthetic oil for the engine, there are as many points of view as you can want. With 17K on mine, I haven't done it, but would have felt okay about it after 10 or 15K. Don't know about the oils you mention at Walmart, but I believe we are supposed to stick with 15w-40, so the Shell one makes me wonder. I use Dello 400, and find it on sale now and then for $6 a gallon. I used Rotella T on a prior ride, but it seems to smell a bit, so I haven't on the CTD.
As to how many miles... depending on how much/if you tow. I changed at 3800, then am trying for for about 7000 intervals, feeling comfortable to stretch that a bit if it doesn't involve much or any towing. According to the book, with the HO 7500 is the "B" interval, while 15000 is the "A" interval, but it would surprise me if more than one or two percent of the trucks qualify for the "A" interval.
Hope this helps. . Gerry