Sorry, been out of pocket for a while. I've done about every possible NA bolt-on except gears (factory 4.10's). If I would list in order of usefulness, then headers would be first, followed by a custom tune and a torque converter. The American Racing headers are very well constructed and after almost 4 years of daily use I haven't had any trouble. The Magnaflow cat-back is nicely constructed and it gets rid of the stupid tailpipe resonator the factory uses. There is a minor amount of drone under load but it's still not as bad as the Borla system on my old truck.
Canned of tune was a waste of money, but much better with the Hemifever custom tune. Particularly the trans tuning. Of course you'll be stuck running high octane fuel which gets expensive with the mileage these trucks get. But every time I had to reinstall the stock tune (for dealer work, etc) I'm reminded of how much the stock tune is lacking.
You use a 1500 Hemi style converter on these trucks, even with the 66RFE. Stock converter never wanted to hit hard, and even with just a 2600 stall (Edge) converter the difference is night and day. If I wasn't towing much I might have tried the 2800 stall instead.
AFE intake, ported tb and custom "ram air" tube were all very minor changes in comparison. Fastest 0-60 run was 6.08 according to my Diablosport and this was wtih the 35's on. But in fairness, it was a very cold day as well.
Someday I'll probably do gear. Maybe.