I completely agree with Razorbass!!! That is a great list of mods to start out.
I went with the AFE Stage 2 CAI and am happy with it, but I mainly did because I got a amazing deal on it. I am also waiting on the Diablo Sport(they need to release it already!!!)
The only other quick thing that you should consider is a new Y-pipe. The factory one on these trucks is very restrictive due to the design. Most of us replace it with Magnaflow part #10778, and have a shop weld it in with some new pipes off of the cats for you. 916 Timmy has a write up about it at
which I printed out pics of and took the shop with me when I got mine installed.
There is so much to list. Just start researching and there is so much on this forum about what to do, it is addicting! Only limitations are what is in your wallet(and Diablo cracking the new code.)