The turbo-back, itself, won't make a difference, will it? Would Bully Dog be the way to go?
What are some of the other options that you would recommend? The only one's I know of are Banks and Bully Dog.
I would not recommend either of those, and would recommend Banks over Bully Dog on most products.
I would recommend going with parts that are the best bang for the buck for each modification that you do. My list goes something like this:
Intake: I always recommend a sealed box unit (true cold-air intake), not an open filter design that sucks in hot air from under the hood. S&B is the best bang for the buck IMO at $269. Banks is another nice setup but at $399 it's a little over-priced IMO.
Exhaust: 4" is all you need, 5" is just for looks and sound preference; aluminized lasts forever on a diesel, stainless is only worth it in a place that roads get heavily salted. MBRP 4" kit is $300.72
Tuning: EFI Live custom tuning from a well known, reputable tuner with good customer service.
Those are the basics to get you started. Do some research and reading on the forums to get real-world opinions from guys that own these trucks. If you read the magazines you'll see 4 page ads from some companies and think they are the best, then you will see "un-biased" reviews of those companies' products - do you really think that a magazine editor is going to print negative things about products made by a company that spends thousands a month on advertising in that magazine?