Those are all things I have had on my truck and each one has never given me any trouble. They all work together and they are all plug and play, no wiring needed, with the boost stick being the biggest PITA to put in. It isn't too bad, but I had one of the first ones with no directions. It wasn't all that fun to do.
You will gain the most performance with programmers or boxes. A programmer(Predator) plugs into the truck under the dash and reflashes the trucks computer (PCM,ECM...). Once programmed, a programmer is removed from the port under the dash and not used until another flash is desired. A performance box (Edge) plugs into the trucks computer under the hood. It stays on the truck and is mounted under the hood. It receives the signal the truck is sending to the motor, remaps the signal in the box, and sends the motor an updated performance tune all while the truck is running. An exhaust is needed to keep Exhaust Gas Temps lower. Programing generaly creates more exhaust gas and causes higher Exhaust Gas Temps.(EGT's). The aftermarket exhaust systems get rid of the exhaust quicker, keeping unwanted heat from building up. A plug in box(Edge) can only fool the truck into running higher performance, so you can't reset ECM codes(they set the service engine soon light (SES)), calibrate the speedo, etc. A performance box can be changed on the fly. Normally, a programmer can't do that. A programmer (Predator) can change the computer code, so you are able to program the speedo for tire size and rear end gear changes. You also can clear trouble codes with a Programmer. Most programmers can only access the ECM. EFILive can access more than the ECM, so you can clear and read trouble codes from the Trans. (TCM) too. Most programmers come with several tunes already loaded on them. You select the tune you desire and load that into your truck. EFI live lets you make your own tune. EFILive gives you full control over you trucks programming. You can make it do what you want by changing the tuning to your liking. It is easy to use.