With the engine running I feel a slight suction. Normal?

 

Both batteries changed approximately one year ago, so they should still be solid.
I only see the smoke when I crank it right away and don't let the glow plug warm up (which is rare) . Then it idles real rough for a few minutes until it warms up. This morning I made sure the glow plug was ready before I turned the engine over. It idled just a hair rough for about 2 minutes then purred like a kitten. But I'm going to look into that just the same. Here in Phoenix the coldest it's going to get is about right now, 34 degrees for the low, around 65 for the high. Lows usually in the 40's or higher this time of year. Highs around 116 in the summer (AZ desert ya know). So maybe 15-40 is ok? If not I'll go to the 5-40.
UPDATE: I changed my oil and it only took 13 qts this time to get the dipstick to read at the "max" level. I didn't change my filter this time (it's only been five days). Doubt it will change anything but will let you know. Thanks again for the support!

 

Normal - it is good.

I hear you on the temps for 15W40, but idling real rough (as you previously described) is not normal. I was starting up in 20*F weather recently w/ no block heater and only waiting about 5 seconds to crank. I had a little white smoke at first and then it went away, and no rough running. This is how it should be. Be aware that the glow plugs will run up to two minutes even if the wait-to-start light goes out.

Have you had your trucks processors reflashed in the last couple of years? If not, you could have stiction issues that have been developing since you bought the vehicle - even if you are not in extreme cold weather.

 

I've never had my processors reflashed. Is this something I could do myself?
When I first crank it up in the morning it runs as if it's out of balance. Picture an oval crankshaft, it seems to run like it has an oval rotation to it. Only way to describe it, so sorry if that doesn't make sense. Then suddenly it warms up a little and the oval-wobble rough idle smooths out completely.

 

No, take it to dealer and say you want all the boxes (electronic modules) reflashed / updated.

$100 or less... depending on how good a deal the dealer gives you.

 

You can easily overfill these engines!!! You should check the oil on a flat surface after it has been shut off for 15 minutes. If you over fill the engine you can introduce air into the oil and then your injectors will not fire right. Air compresses and oil does not.