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I have a Ford F-350, 2006, crew cab, 8' box. My mechanic is in the process of replacing the head gaskets. 108,000. I got the ARP studts and the Sinister coolant filter. I've opted to not replace the oil cooler with an air-cooled unit - I just don't have the cash to do that. But when it comes to the EGR cooler....I have no reason to think the factory EGR cooler is bad or is going bad - whatever that means. But should I go ahead and replace the EGR cooler too? I've opted not to do the EGR delete.
While it is apart have him pull the hpop cover and make sure the stc fitting had been updated. The kit is around $60 but the old style can fail at any time sometimes without warning. In certain cases it can crack the rear engine cover. He will already have everything off to access it. Yes upgrade if you can to a good egr cooler it would suck to get 5k miles down the road and have it let go and have to do allot of the same work over. Are you going to replace the oil cooler with an oem while it's apart? If you are a little mechanically inclined it would be a good time to take the turbo home and give it a good cleaning while it's off. Nothing wrong with keeping the cooler as long as it doesn't pop.
What they said ^^^^ plus clean the EGR valve and if you're doing the STC update (highly recommend), it comes with the latest IPR screen, so make sure he puts that in as well.
other side of the coin is for you to start monitoring things like your FICM voltages and making sure your charging/battery system is in fine shape (good batts and cables/connections and minimum 140A alternator).
Pretty dang nice truck after a few gremlins get taken care of...