cumminsforum.com
will learn you alot about your purchase. I am on there alot just trying to learn about them even though I do not own one. I am jealous of your new purchase. I want a diesel so bad.
If I was in your shoes. I would buy an Airaid, or K&N mid tube only ( WOULD NOT SUGGEST ANY OILED FILTER ). From what I understand the stock air box flows pretty good unless you plan on going for big power. as mentioned in the diesel world a turner will net you the biggest gains in performance.
if you are new to the diesel scene I would suggest searching the "CCV MOD". Your turbo will thank you in the long run and you will prevent the turbo from sucking up oil blow by into it from the intake tube. emissions deletes are optional, but obvious depends on the owner and local laws also.