Most of the other guys have already mentioned much of this but I'll summarize and add approximate prices to much of it.
Tie Rod Sleeves - $85 - Cheap assurance that you aren't going to bend a wimpy GM tie rod while offroading, sled pulling, or 4WD launches
Staight Centerlink - $285 - or the support kit is slightly cheaper but IMO isn't quite as bullet proof - more assurance that the steering geometry is going to stay consistant during 4WD pulling or racing
PPE Boost Valve - $28 - Cheap upgrade to get the full potential out of a stock LB7 turbo
Stainless exhaust - $350 up to
whatever they charge for RBP - if you are taking the factory stainless off why put cheap aluminized on? As everyone said lower EGTs, maybe some better economy - 4" is enough
For tuning the only thing I would recommend is EFI Live, esecially for you. EFI Live comes with 2 VIN licenses (you can tune 2 vehicles with it straight out of the box) and it will work with your TA as well as pretty much any 97-98+ GM vehicle. For $799 you get the most powerful tuning tool available for the Duramax and your car and it comes with at least one tune with purchase. It is infinitely adjustable and will grow with your truck and car as you make modifications. You can get or make tunes from stock to over 500 rwhp on the stock turbo; including really nice tow tunes and +100rwhp tunes that will blow most cheap tuners out of the water for drivability while being trans safe. When you upgrade the trans to handle more all you do is make (or have one made by your tuner) a 500hp tune, when you upgrade the turbo make the appropriate adjustments and load in another new tune for more power. No selling the 100hp cheap tuner that you grew out of in a month - you'll see 100 cheap tuners for sale used before you'll see one used EFI Live unit for sale
Trans upgrades - $2225 - $4400 ranging from doing a Stage III yourself to a Stage IV installed, with some options and full of shaeffer's synthetic ready to roll. Necessary when you get over about 360hp to the tires and as anyone with a built trans will tell you - worth every penny.
Intake - I run and like S&B which runs $262 for your truck. I would say it only becomes necessary when adding more than 100hp
Lift pump - I run and recommend the AirDog for $499 but there are cheaper alternatives with less features available. Once you have a built trans and want to run bigger tunes this become necessary.