Welcome to the forums Mack. Before adding a chip you really need to add gauges so you can monitor your engine/tranny. Boost/pyrometer/trans temp are the three common gauges to install. I say tranny temp assuming you have an auto, if you are a 5 spd then delete the trans temp. Also recommended is to get an open element air filter such as the one Tymar sells, they are about $125.00 dollars and get a full 3" downpipe for your turbo as this also lets the engine breath better. Then for the exhaust I would recommend a full 4" system from the downpipe back. Your choice on running the cat or setting it free, same for the muffler. It all depends on how loud you want it to be. There are numerous makes and mfg's for exhaust products, both in stainless or aluminized. SS obviously lasts longer and aluminzed is cheaper.
After you do that, add your chip. Decide if you want a programmer such as the SuperChipMicroTuner or if you want a hard chip installed into the PCM. Both have advantages and disadvantages. The programmer is quick and easy, has the ability to read diagnostic codes off the PCM and is easy to install. You wont get near the performance levels out of it that you would a chip though.
A chip is a little more difficult to install but, if you go with a custom burned chip you will be able to tell the chip vendor exactly how you want the truck to act, shift, perform etc etc.... also with the chip if you go multi position you get on the fly position capabilites.
So, tell us exactly what you want and we can help point you in the right direction.