I have a Bassani exhaust on my 04 and love the sound. Magnaflow also makes great sounding exhaust. Others may disagree, but in my opinion if you are only running a pulley and Predator tune the stock intake is fine. Adding an aftermarket intake will increase the blower whine and sound great but you will not see any performance enhancement. If you decide to go ahead and change out the intake, stay away from the open filter style. Drawing hot air from under the hood can actually cost you horsepower at the rate of 1% loss for every ten-degree rise in intake temperature.
I read a magazine article where an 02 HD actually lost a couple of hp with the intake until further mods were made. They dynoed the truck after each mod. Once they got rwhp up around 380 the intake made a fairly significant difference. The explanation was that the stock box was adequate up to 400 flywheel hp and the heat accounted for the lost they experienced. I would just get a K&N filter.
Don't change the tranny settings with the chip/tuner. Get a FTVB for better shifting. Once you have that in, then you can do away with the torque reduction, with only minimal risk to the tranny. To do away with the torque reduction on a stock tranny is certain death.