I know I'm a little late to help the OP, but since I just now saw this, I'll go ahead and throw in my 2 cents for anyone else searching on this:
EGT- I prefer to put this in the driver's side manifold. It is a little more difficult to access (much easier to get to from underneath though), but if/when your manifold cracks where it was drilled and tapped, you have the option of doing a factory LML manifold "upgrade" or installing a BD manifold with a reinforced port cast into it.
Boost- like others mentioned, you can T into the waste gate hose (remember if you have a boost increase valve, you need to put your T on the turbo side of the valve, not between the valve and the waste gate), or you can do an intake air heater delete plug with a tapped port for a boost gauge. You also have the option of drilling and tapping into the intake bridge pipe, but I think the other two options are better.
Fuel pressure- I prefer to hook up my fuel pressure gauges after the factory fuel filter. This is a good way to monitor for a plugged filter. I have never had a plugged filter before, but I have the assurance that if I run into an issue, I will know because there is no possible restriction after my gauge (with the exception of a possible collapsed hose).
Just as a final thought, glow plug gauges are junk. I do not recommend them to anyone, and I refuse to install them. I know they're appealing because they are cheap, but what is the point of having gauges if they don't work or aren't accurate?