Gears are going to make the biggest difference. Anything else (intake, exhaust, etc) may not give you much of an increase but it will increase.
If you regear your mileage will suffer (as we've seen between the 3.73s vs 4.30s). Keeping your foot out of the throttle and tires aired up will help. Some have reported a small increase in mileage with the new air intakes.
5 star also has some tunes for our trucks as well. Search around this forum, mike from 5 star has some good info/videos out there.