All depends what you want to do and ho much money you want to spend . You can add a small amount of performance or go all out.
With a LB7 assuming you have a 02 with your screen name you can go as simple as a canned down loader or a plug and play box. Everyone pushes EFI Live for good reason ,its loaded with options more than just tuning if you want to do your own tuning but it's more money also. Money you will need to do your transmission. Most sell it with a tune or two you can use safely I assume but again it depends on where you want to go and how deep are your pockets. If you plan on doing your transmission right away and want over a 100 additional HP then it may be the right choice.
As long as you keep it under 100 additional HP (at 90 and above you will do transmission damage eventually) like say a 50 HP tow tune and call it a day. No other mods are necessary. There is plenty of Edge boxes out there on the cheap ,good place to start, as people have upgraded to more power. It's a simple plug and play box.
Anything above that you will have to build the transmission. Like it or not thats what you will have to do to actually use the gains that you desire. That isn't a cheap upgrade even if you do it yourself or with help from someone. With help and a DIY your still looking at 3K plus for a kit and a TC.
Upgrading the exhaust can be done once you cross the 100 HP gain from a muffler delete to a free flow system. Also you could go with a upgraded air intake system for more air or just do the swiss cheese method on your stock air cleaner box. With that you will get more turbo whistle.
Bottom line it's your wallet that dictates at what level you will achieve. The Allison build up is the first big ticket item that has to be done like it or not. If you don't think so I'll sell you my Edge box on the cheap ,swiss cheese your intake set the Edge on the highest setting drive it like you stole it with a HUGE smile on your face until you limp your transmission THEN build your transmission and go for a ride!
You think you were blown away you aint seen nothing! This is of course if you've never ridden in a Juiced up Duramax. Might sound lame with all the performance modifications available today where these trucks have crossed the 1000 HP levels but being a newbie you'll be amazed!