Replace the downpipe from the turbo, if it hasn't been done already. The stock downpipe is mashed flat to clear the firewall. Banks (and others) make a round downpipe that flows much better than stock, and mates up with the rest of the factory exhaust.
We ran a Banks Get-Kit on a '95 PSD with an auto and 4.10. It fueled hard enough that you would have to back out of it on the long pulls because of exhaust temperatures (may have been partially because of truck age). It was a different truck with the downpipe and piggyback chip. We finally started overpowering the torque convertor clutch at around 250k, and the truck was sold because of an upgrade to an '01 Cummins 6spd.
It all depends on how much you want to spend. A new compressor wheel, an upgraded turbo with larger turbo housing, more fuel, add an intercooler, and the list goes on. The Get-Kit was a Saturday install, and made a world of difference.