Gauges, BD turbo, Injectors would be cool. I would do them all together if possible as you have to take so much crap apart to get to the injectors. Hows the transmission holding up? It might be a little mad at you if you throw any more power at it.
I order in all my transmission toys from Suncoast. They take pretty good care of me. The Complete VB is pretty spendy. If you are fairly decent with a wrench the Transgo shift kit would be a great place to start for a decent price. That alone will make the truck drive different. Add a converter and you'll be in good shape for about $1500. Also, swap out the transmission and motor oils out for Synthetic. I use Amsoil everywhere, and it can make a noticable difference over Dino oils.