I know a little, enough to help you out for now. If I don't know an answer i'll be sure to try and find one for you, or get someone else to chime in and maybe they'll know.
For your filter I wouldn't say you have to stick with stock. There are other options out there, but just beware of the method of filtration. I think that there are probably some filter kits out there that flow better than stock and filter just as well but some of them, like k&n for example, have been shown to pass way too many particles. They're okay for gas, just fine...but on a diesel no way. I'm not sure what's out there for the duramax trucks as far as filters, since i've owned a Powerstroke and currently drive an 03 common rail Cummins I know much more about those engines and the products for them....but I'm also sure that most of the products made for the PSD and CTD are also made for the D-max.
Definitly get a bigger exhaust. You don't have to spend a ton of money on one. Just look around and don't get in a hurry. When I bought my powerstroke I didn't know much about diesel, and I let the sales people nearly talk me into things I didn't know much about. They were right in what their product did, but I didn't know at the time that I could find a product that does the same job or better for cheaper. For instance I paid too close attention to all the big full page Banks ads in magazines and overlooked the smaller ads. I started calling Banks and talking with them, and nearly spent almost 600 bucks on an exhaust kit. What I didn't know is that kits existed for as little as half that and flowed just as well. They weren't stainless steel, they were aluminized but I wanted flow and sound, and when it gets down to it for the most part they're all about the same. I ended up buying a magnaflow kit for 410 bucks. I bought it for price, it was stainless, and I had heard good things about the kit. I never regretted my purchase. Also I had a superchip microtuner on it, and loved it.....but I didn't know that for the same price (and actually less if I would've looked harder) I could have gotten a TS performance chip which was adjustable in-cab, offered nearly 50 more horsepower, and gave me the black smoke I wanted, lol. I did dump the superchip eventually and got the TS.
Anyway, Whatever is not out for the year of your truck should be out sometime within the near future. You can always call the product manufacturer directly and they should tell you when something you want will become available. I like Bully Dog and Edge. From what i've seen and read Edge has pretty good stuff for the Dura's. As for going back to stock, there's not a chip that I know of that doesn't include the ability to return a vehicle back to stock, should you need to take it in for service or just want to detune it for some reason or another. As for the warranty issue, DO NOT let your dealer tell you that your warranty or any part of it is void if the see evidence of an aftermarket tuner, or exhaust...etc. There are laws that exist to protect you from the dealer. Basically if you have a problem with your engine, or other drivetrain component the dealer has to be able to prove that a modification you made to your vehicle caused the failure. If they can't proove it, they can't charge you. For safety, if you have to take it into the dealer, remove your chip (or chips if you have them stacked) and put the computer back to stock settings. They cannot void your warranty if you have an intake, or exhaust......or gauges....just don't have something like a bully dog outlook monitor sitting up in the windshield, dead giveway! lol My buddy blew his auto tranny at 94k on his cummins....he took both his bully dog and the outlook monitor off, along with his predator fuel module and took it in. They covered it under warranty, new tranny. Also don't let them try to say "we won't cover it, we noticed your comp was flashed" screw that....make them proove something happened....the chances are remote of a failure anyway, unless you go all out nuts on stuff....any other questions, post away!