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Bolts. No arp stud engine. Has 3inch exhuast striaght pipe. Egr delete. Everything else stock including air filter. What will help the engine. Like air filter change to cold air intake type stuff.
Leave the filter housing, it's more than adequate and does the best job.
3.5 inch down pipe, into a 4 inch pipe.
Atlas 40 FICM tune.
If not already done, perhaps 5W40 synthetic diesel rated oil
Others use a tuner to varying degrees.
What year is it?
I second the gauges, including a coolant system pressure test. You may have more money to burn than I do but I would want to know if the platform is solid before throwing money at shiny objects. It's possible to be sitting on thousands in repairs but not know it just driving around town.
I would do the blue spring. Easy upgrade.
I may do an Atlas 40 after I get my EGT gauge installed as the truck is mainly used for towing.
Make sure your CAC boots are in good shape. I picked up a couple psi of boost exchanging my tired MC boots for RiffRaff boots.
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