I have two Duramax trucks.
The 06 I've had for a year. The 09, since new, August 31st 2009.
On both, I try to change the fuel filters somewhere around 10k miles - $30.00 per filter.
Oil changes:
The 06 sees a lot of highway miles, so the OCI varies - it depends on when I have time and motivation: Somewhere between 4000-6000 miles. I partially base my OCI on what the DIC says, but it's never been as low as 25%
Oil is about $30.00 at WalMart. I get the filters online, about $8-$10 each I think.
The 09: OCI varies greatly too, but I have free lifetime LOFs on it, and I've never paid for an oil change on it yet.
Allison Spin-on trans filter - I change every other oil change on both trucks. Filter is about $10.00 each
Water Separator is built in to the fuel filter - I've never gotten a water in fuel warning, so I've never opened the water drain petcock on the bottom of the fuel filter.