Diesel Bombers - Suggestions for Stage I of mods for 6.0L

Hello

I bought a 03 Excursion w/6.0L with 230K that is all stock except K&N filter. I like the performance and economy stock but after reading endless threads on improving it I am planning on them and want to make sure I am going in the right direction if I can gain some hp/tq and without sacrificing mpg's (would like a slight increase)

It had a cold start issue and took it to dealership to scan the computer and I specifically asked them to check inj, battery voltage, FICM voltage, fuel pressure. They said the EGR was clogged and stuck open so I had them replace it. I haven't picked it up yet but have started my Stage I wish list.

If it all checked out I wanted to start with an open exhaust and originally wanted just a cat back but everyone raves on the turbo back so I see AFE and MPRB both have turbo backs with 409. I would like to hear more of the turbo but don't want it to be too loud so should I use the new high flowing muffler or delete it? How about the cat? We don't have emission testing for diesels so if I can gain performance with deleting them I would like to. I see people mention large downpipes are those included with the exhaust or are they separate pieces?

I wanted gauges to monitor the EGT, trans temp and boost so what is recommended. If it is feasible for an economy or tow tune with stock headgaskets and bolts I would like to get a tune if I can get safe hp/tq increases. What are the popular tuner/gauge combos.

Also what about FICM upgrades that increase power? Should I just get one of these instead of the tune or just stick with tune?

Many say stick with stock intake but I read in the magazines where they suggested AFE intakes. What is the consensus with cold air intakes?

The seller had the cooling system flushed every 30K miles should I still install a coolant filter?

Thanks