stud it, Stud It...STUD IT!!! A 6.0L without head studs is a ticking time bomb.
Bob is right, the EGR cooler is only part of the problem, the oil cooler has the same waffle design that gets clogged with sediment. As far as the remote oil cooler goes, pulling that kind of weight, your oil is still going to be in the 190ish° range so it won't be THAT much cooler that your ECT. You can replace the factory oil cooler (do a complete coolant flush first) and add a coolant filter, which will give you piece of mind until you can put enough money aside to do the remote cooler if you choose to. The coolant filter is a good investment no matter what your further plans are (not many items that you can buy for these trucks that only set you back $130 and actually do a lot of good)
HPOP (oil press), EOT (oil temp), ECT (coolant temp). Since you will be pulling, invest in an EGT gauge as well to make sure that turbo stays alive and happy. I'm not saying go for broke and buy the fanciest AutoMeter gauges you can find, but you get what you pay for, these are not the kinds of things you want to rely on a cheap @$$ $24.99 Glow Shift gauge for.
SCT is one of the top choices for the 6.0L and for good reason, it works.
With how many miles you will be putting on, I recommend an oil bypass filter and save yourself money in the long run with oil changes...
Regular- ~$100/oil change every 5k-7500= $4-600 every 30k
Oil Bypass- ~$400 up front + ~$100/oil change every...well I can't answer that, there are guys running full synthetic at 100k (sampling every 10-20k with a filter change). I have 26k on the oil that is in my pan and had it sampled at 25k, still good as new.
As far as questions go:
Be as detailed as POSSIBLE, to an extent there is no such thing as too much information...telling us you spilled coffee on the seat that morning is a little ridiculous, but we would much rather hear about the coffee and every other detail about the way the truck sounds/reacts/smells (I don't mean "smells like french vanilla") than be asked to diagnose "Yea, it sounds funny and doesn't run right."
Other than that
and don't be afraid to pick our brains. The only dumb question is the one you don't ask.
P.S. I stole the coffee line from someone else, don't remember who it was, but if I remember which thread it was on I will give them the appropriate credit. Was probly Mdub. Lol.