I couldnt agree more with "build the transmission first"As far as upgrades go.
For longevity though, egr delete, pvc reroute, lift pump, banks intake and a 4" exhaust would go on in the first week. Along with fresh fluids and filters, and probably some front end parts. Then buy the power, its tough to make the decision to do it responsibly like that, but its really alot more difficult to not use the power if it is there, at least for me it is. Welcome to the diesel culture!