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It's a pain in the butt due to the PATS system. Basically, you need a key adapter and a spare PATS key installed in it to make this work. I decided it wasn't worth the effort, but it can be done by a reliable and knowledgable installer.
I have a 2001 Ex, and had my dealer install the Ford remote start system. There are three different levels - Bronze, Silver and gold. I have the silver. I am really not sure what the bronze system includes, but the difference between the silver and gold is an alarm system. I did not opt for this as the factory PATS system is fine in my opinion. The cost was ~$400 installed. It works great. I only need one remote to opperate the keyless entry and the remote starter, unlike some systems that require you to carry two sepparate remotes. Range is ~100 yards. It is warrantied right along with the factory bumper to bumper.
Clifford makes good alarms and remote starters for your vehicle. Cifford remotes are two way paging, so you will get feedback from your truck that everything started ok.
I am now shopping for a good price and someone willing to put in in for under $500. Clifford comes with a lifetime garantee, and if a professional does the install, you can take it back and have any problems fixed.