Well... Sit back and prepare for a long series of posts... LOL!
Heres what I have learned... Running a additive for the first tank is going to get you nothing. You really need to run one every tank for it to really make a difference. I know this may sound costly but really it isnt and is usually slightly offset by improved mileage. If your wondering how, it's usually because of the cetane increase from most diesel additives which will give you a slight power increase. This power increase is not something you can normaly feel but its there and so therefore your foot is in the gas a little less to achieve the same results and you can see this by hand calculating your MPG on the next fill-up. Another increase in mileage you will see is if you currently have a dirty injector/injectors or valves and then the additives will help clean those deposits resulting in a more efficient running engine. Again, running an additive once will not clean these deposits... It will take multiple fill-ups/additives to clean these deposits and the only way to keep them away is to run an additive every tank.
Here is what I run... Simple.... I run Diesel Kleen every tank! (Silver Bottle) Its very cost effective to buy the biggest bottle you can get too. It can drop the cost per tank down to maybe $2.00 or even less. I just picked up 2 80 oz jugs as AutoZone had them on sale for $15.00 a piece. Do this 5 times and you have accumulated enough reward zone points to pay for your next bottle.
I have heard of guys running 2-stoke oil on every fill-up and I have tried this and can verify that it does make your engine run a little quieter however it doesnt do anything as a detergent so then you have to run multiple products which will drive up the cost.
Another thing you may read or hear someone say is to run transmission fluid... I have done this as well and can tell you it barely made a difference in noise in my engine and most transmission fluids have whats called "friction modifiers" that are designed to add friction between clutch materials. Therefore this is not something in my opinion you want running through your fuel system... Especially your expensive injectors/CP3Pump!!! Another thing to note is that I did notice a drop in MPG while running it for a few tanks as well as a noticable loss in power after about the 5th tank. Upon checking my fuel filter I noticed it had some amounts of pure trannsmission fluid in the water seperator and my filter was actually partially clogged after it was only 2000 miles old.
So theres my 2 cents... I hope this helps you out and welcome to Diesel!!