Down pipe and intake made the biggest difference on my 97 PSD, the stock down pipe will scare you!!!
The fuel pressure will do little if anything HP wise, it may smooth your idle a little.
You've got to get some guages in there soon, I melted the #7 piston in my 99 PSD running a Superchip programmer. They will get hot! I would suggest a pyro and tranny temp minimum, but if you have a few more $$$ (about 50) add a boost guage too. Keep the pyro under 1250-1300 and the tranny under235-240. Boost guage is mostly a toy but it will tell you if something is wrong, ie leaking somewhere or turbo is going south!