I run a straight pipe in one of the most liberal states of the union, and i've never been pulled over for not having "emissions equipment". buy whatever exhaust you like, it won't be an issue in the life of this truck IMO
Good custom tuners (tony Wildman, DP
tuner, Power hungry performance, Swamps diesel, Diesel innovations) will give you quite a bit more power, and some argue better mileage for the same driving characteristics.
Gauges are good to have, they help you know what's going on under the hood
For an auto, I think tuning has more potential to help because it can alter shift points, line pressures, and torque converter lockup among other things.
If your question was meant to ask " do you suggest a tuner with integrated gauges" I would say I like one in particular- Power hungry performance's gryphon. the edge had some issues with PCM
Bill and corey are great folks, and they'll take care of you. they're out of the office until the 23rd, but you can give them a call after the 23rd, and they'll help you with anything you need.
Corey also checks the forums, so maybe she'll pop in to say hi.