Riff Raff sells the 6637 kit, including the filter, tube, clamps, coupler, etc. I went with the AFE dry filter though, I just prefer having it sealed off from the engine bay and a more finished look. Whatever you do, go ahead and check the stock setup, it is notorious for not sealing properly and letting dust into the engine.
A lift pump is not really needed at stock-mild power levels if your stocker is working properly, although the additional filtration is always a plus.
As far as exhaust...
Go to Amazon, search for 49-03002 or 49-03002NM, Look for the "see price in cart", thank me later.
The 49-03002NM is on it's way to my house right now for $139 shipped, full turbo back including DP 4" with no muffler. I may or may not go back with a FTE Resonator in that setup though.
Your friends were correct, don't get the tuner/chip before the exhaust/intake mods.
Forget a "programmer" like a Hypertech or the like, forget Edge. Your best options is a TS 6 position selectable chip, or a DP Tuner chip. You can get basic tunes, or you can get the TS custom burned by shops like Power Hungry, Beans, Tony Wildman, etc. These can be had anywhere from $200-400.
If you really want a cheap option on the exhaust, you can cut your muffler out and put a piece of 3.5" straight pipe in it's place. It will let it breathe a little better and drop EGTs, it isn't too terribly loud either. I welded a piece of 3.5" tubing in place of my muffler as soon as I got the truck, it will be coming off when my exhaust shows up. If you have a longbed you can have my entire rear section of pipe for a bolt on swap for $50.