Here is a really good place to go and learn about that generation truck
http://www.dieselplace.com/forum/
If you have the transmission serviced, be aware that there is a serial nbr cutoff on the Allison transmission where you should not use Dexron VI in it, this is per Allison.
I run Transynd in mine. That is an Allison recommended synthetic fluid. It is a little more pricey, but once you get it all swapped over, you can run extended drain intervals. It takes 2 changes to get to the correct percentage, unless you do a complete drain, including the torque converter.
Allison no longer owns the part of the business that makes the pickup transmissions. GM sold off the remainder of Allison and kept that part. However, with a little digging, you can find the information on the Allison site.
There is a lot that can be right about that truck and a lot that can be wrong. Take a few nights and do some reading. It will educate you about Duramax/Allison combination. You will need to check the 8th digit of the VIN to determine which engine generation you have.
Here is a VIN code/Engine ID chart. At the tail end of 2005, there is some speculation that a few of the next gen engines slipped out. You will need to learn about the differences.
http://duramaxhub.com/duramax-vin.html
As an aside, have you cleaned the cooling stack ? Is the trans cooler dirty ? If it is an LLY engine and you are pulling heavy, the trans cooler that came on them is a bit undersized. If you look at the size of the 2006 ones, they are twice the size.
I put a new trans cooler in mine and I haven't seen over 180 on it pulling, even in 90+ degree, stop and go traffic due to the pig truck that took out the split to I-80 westbound this side of Chicago.
For a fuel filter, get the oem nbr and do a cross reference. They are made for GM (or were) by Racor. You can get Racor filters less expensive than what the dealer will charge you for the same thing, just with different numbers on them. The current filters are 4 micron water coalescer ones. Don't run anything micron wise above this. Back in the early Duramax days, they had 10 micron filters and a lot of grief was caused by them.
I have a diesel parts shop order the Racor filters for me. You will also need to get a WIF (water in fuel) sensor wrench. They are pretty cheap. You can change them from up on top. You probably will slop a little diesel fuel.