Not knocking you for running his tunes Warpspeed, but just my opinion to the poster that i would stay away from longhorn tuning. Again just my opinion. I've heard several horror storys coming from their tuning. 

To the original poster, I recommend Durmaxtuner tuning, and they also will send you an ECM and then you'll send yours in as a core. You can get on their website at  http://duramaxtuner.com/ They'll help you out with absolutely anything you need.  My advice also is don't just go with any joe blows tuning if you go that route. All the tuning is NOT the same and have seen tuners run high timing and have smokey tunes that are just hard on the motor. Also is your truck an LLY or LB7? if you don't know you can tell real quick by looking at your vin number. If the 8th vin is a 1 your truck is an LB7 and your truck should be getting much much better fuel economy than it is . If the 8th vin is a 2 your truck is an LLY and I reccomend upgrading the turbo mouthpiece. The Factory mouthpiece on the LLY trucks are far too small and have been linked to head gasket issues and other issues as well. Also if your truck is equipped with an EGR I recommend a blocker plate to block off the EGR From Circulating.  

For either truck I Recommend Exhaust  for the first  upgrade and an intake.