What are your plans for the truck? how much power are you hoping to make?
I would recomend the head studs, beyond that depends on what you want to do with the truck, there are lots of things you could do,
Have the heads drilled and tapped for additional coolant lines to prevent hot spots (I don't know alot about this, for more info contact Elite Diesel)
A regulated Return fuel system would be alot easier to put on with the cab off, or just a fuel crossover line
It would be really easy to do a turbo back exhaust
EGR block off plate or EGR delete
Let us know what your goals are, and we can better advise
