newbie with a turbodiesal

i have a 2004 2500HD duramax diesal 4x4 and i had a company put a 6 in exhaust on it and i love it my question is what should a do next to imporve performence some people have said to "chip it" some have said to replace the stock turbo and others have said a "banks six gun" i know what the turbo does but what about the others which would help the most?

Next up I would say is the Intake, You got air going out now I would get it in. After that go with one of the performance programmers ( there are to many out and since I dont have Diesel anymore can't recommend one) that will get you going nicely.
All that you have doine and could do is probally MORE than enough for you to do. I have heard of people smokin the trans on some of duramax's becuase of the power just from the chips. :)