I'm going to chime in here and also recommend you get a EGT gauge asap. Mine had been "tuned" by someone in japan at some point, and wasn't running safely at all. Mine had a EGT guage but the probe was after the turbo, and according to that gauge everything was great. After I moved the probe to the manifold, I quickly learned that it was regularly running into what is considered dangerous temps. The previous owner was under the impression that it was all stock, but once I started playing with the boost compensator I found that all of the pre-load had been taken out of the star-wheel, so it was dumping in a ton of fuel as soon as it had any boost and the temps were spiking violently. It was essentially using the over-boost fuel cut-off curve to regulate how much fuel it got at full boost. This was all wrong. I set it up according to the info in the (yawn) 60+ page tuning thread in the diesel section and got it set up closer to what I think stock would have been. It was a lot slower but much safer.
I have since added a Gturbo, Intercooler, exhaust, air-box and 4" snorkel. I can now run 75 mph up the mountain passes in Colorado in this heavily built 6500# pig.
If you are planning on keeping the engine stock, I would still very highly recommend the wholesale automatics valve-body for your trans that gives you 3rd gear torque converter lock-up. It's a game changer. It brings 3rd and 4th gear closer together, and keeps the trans from cooking itself if you have to drop into 3rd on a long mountain pass.
The real beauty of the diesel, is that even with mine being highly modified and probably putting out 50% more power than stock, I haven't sacrificed any reliability or fuel economy.