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If the engine runs like normal until it runs out of gas you likely have some sort of electrical feedback from either the alternator or poss. a electric fan
I have also noticed that every once in a while my voltage drops and the gen light comes on when driving down the road. Another thing is when I disconnect the battery when the engine is running the truck dies.
I am not sure if all of these issues are linked together.
Here's a test to do... I ran into something like this after I installed a Painless Wiring Kit... the dumb thing would not shut off... The tech there suggested pulling the lead to the "I" terminal on the regulator to see if the engine would stop. I tried that and it did, so he suggested going to Radio Shack, of all places, and picking up a rectifier diode, part no. 276-1661 and installing it inline with the wire to the "I" terminal.
It was a quick and cheap fix... cost me about $5 and it worked like a charm. Basically there was a bit of feedback just as 5.0L 44GPW mentioned above...