And now for something different - just so you stay confused
First off, what all do you plan on doing? Lot of towing? Little towing? Wanna race? Just need a little pick me up? Everyone has different needs and therefore different mods. so let's start:
Air Intake - Unless you plan on racing I suggest you leave it alone. The stock filter does an excellent job of balancing performance and filtration. Keep in mind that your stock filter should be good for at least 20K if not more. I vote stock.
Exhaust - If you plan on any type of box/tuner/module it's a yes to upgrading or at the very least changing over to a high flow muffler to help lower your EGT's. 4" exhaust if you can afford it - muffler delete or high flow if you can't or don't want to.
Gauges - With any box/tuner/module you want to monitor your EGT's at the very least. This let's you know when your getting ready to have a melt down. Good thing to know

Most will go ahead and install a boost and tranny gauge at the same time. So EGT guage at the least.
Box/Tuner/Module - Whatever you want to call them - everybody that makes one has a following as you can guess. I'm no different and after having used several others - I like Quadzilla. Let's say you don't want to do gauges or an exhaust - well I'd steer you towards the Xzillaraider XZT - non adjustable - but gives you a good little pick me up. You want more? Then go for the Xzillaraider in two flavors - standard and race. But now your installing gauges and exhaust. I like how smooth the power is with the Xzillaraider and the safety features it has. For starters it will not even kick in until your motor is up to operating temps. No more having to baby it when it's still cold. Also if your oil and water temps get to far apart it will revert to stock settings. In addition - it's very small, fits under the dash and the wiring harness takes about 10 minutes to install and looks like it's suppose to be there.
Anyway - now that I have written a book - welcome to SDD and congrats on the new ride
Ron