I leave mine in OD even while towing a heavy load. I got 8 mpg in 3rd gear while towing a 6700lb travel trailer at 70 mph without many hills. On the way back, I left it in OD and got 12 mpg with the same load and speed. The vehicle did downshift when going up moderate inclines but stayed in OD most of the time.

 

brannon,
this uses extra fuel. There has to be something wrong with your truck if it is shuddering and making a scene when shifting gears. My fx4 and stx (04 and 05) do no such thing... Have a dealer check it out.
MK