I have a new '06 LBZ CC Dually on order, and was wondering if it would be worth it to install a 4" exhaust system. If the truck is otherwise stock, how much would I gain in performance and mileage? For those who have deleted their cat, does that cause problems with warranty?

YES, get the 4" exhaust system, worth it. The cat all depends, any dealer can be an a$$ if they want. Mine ran away. I wouldn't be too worried about it. JMO

Yes I am interested to see how much a new exhaust system would help with better fuel milage and power.

To me my exhaust upgrade was worth the trouble. I have the MBRP cool duals cat back and IMO, it's worth every penny. I love the looks and the nice rumble it has. As for power wise, It seem to gain a little. Milage is about the same so far.
I still have that stupid cat that likes to hang out under my truck. I'm hopeing sooner or later it will run away. and I'm sure the milage/power will go up a tad.