This would really depend on where you live. I am not 100% sure but in Calf. from what I have read they are much more thorough with the emission inspection. Some other states there are no inspections for diesel emission at all.
Now cost wise on a 6.7L Cummins you are looking around $1,500 to $2,000 to do a proper diesel emission delete for your year of truck. On a 5.9L Cummins you are looking between $600 and $1,500 to do a performance improvement. About the only item to delete or change is the EGR that is taking place on this engine. The other cost is a programmer to alter the HP/TQ output of the 5.9L truck.
But once you start the slippery slide of performance improvement it is just more $$ for other performance items such as 50hp over stock fuel injectors. Than it will be an Air Dog fuel pump/filters, larger turbo, head studs and new manifold gasket and so on. By the time you are done you could have close to a $50,000 engine in the 2006 truck. Just saying.
I know because my older son has one in is 2006 Dodge truck.