Even if you don't plan on chipping or programming your engine. If you plan on towing heavy items (like a 32 foot 5th wheel), then I would recommend at minimum a transmission gauge.
Might want to check
http://www.gosracing.com/home or
http://www.dieselpowerproducts.com/gauges
There are many other good people to deal with, but I have personal experience with these folks and they both will do right by you. They will paint your pod the same color (and I mean exact) to your interior.
A larger exhaust will dissipate engine heat faster. I also have a 04 and I do not intend to chip or program it until after the warranty is expired, (100,000 miles)