Good choice in trucks !!! I have an 01 myself.
The two major concerns would be the transmission and what is called the "lift" pump , it assists the fuel pump in the tank. What happens is the lift pump ($200) will go out and you can't tell until the other pump ($3000) goes out. Allot of people either run fuel pressure gauges or just check it once in a while.
Check out www.turbodieselregister.com they will answer all your questions. It is a forum much like this one.