I did my cold air intake (K&N), then a 4 inch bullydog dual exhaust (which I am very happy with), followed by autometer gauges. (pyro, boost, trans)
I would reccomend doing the cold air intake and exhaust first. More air in more air out. You should notice a slight increase in power with these two. As for a chip/ programmer there are so many it's hard to what is better than the other. I run a superchips downloader and a bullydog powerhound module stacked. Buy themselves the bullydog module seems to make a little more power and it is adjustable on the fly (toggle switch) which is nice when that extra power is needed. I also had my transmission built prior to installing any chips or programmers so it would handle the extra power.
For your truck it sounds like you are using it for towing so I would make sure the chip/ programmer you get is towing friendly.