just bought my first diesel last month, 05 GMC 3/4 HD Dmax.want to upgrade performance but don't know where to start. Intake,exhaust or chip. With the cost of truck,and suspension upgrades, I could of bought a small house. The sargent major is threatening to hide the Piggy Bank, she thinks I should be spending my time and money on the yard/house. SILLY WOMAN, she doesn't have her priorities straight.Anyway if I slip these upgrade through one at a time I should get away with it, but which one first? Advise please.I don't want to blow away Corvette's just haul my camper through the mountains with some power to spare.

First of all, welcome to the best site on the web.
I would go with a set of gauges or an Edge with Attitude that has gauges built in or a similar setup. If you are going to be pulling, then you really need a set of gauges to make sure that you don't do any damage.
Also, look up the air intake test that Spicer did before you decide to buy an intake setup. You will get lots of different opinions at this forum. All of them, I have found, are very informative and usually explain the reasoning behind their views.
I know that I have learned alot just reading the posts from these guys. I have had several diesels over the years but never had any idea that so much could be done to make them run better or ride smoother.
Good Luck and once again, welcome to the site.