I just bought a 2007 5.9, for the very reason of no DPF filters, plus I spend 5 months a year in Mexico where ULSD is not available. (replacement for injector problem plagued chev LB7) Only complaint I have is turbo whine, but I think that is due to a big honking K&N air filter. I am going try putting as stock one back on, the whine irritates my wife.
I have plenty of people on my Mexican caravans that ignore the no ULSD fuel issue in Mexico to no ill effect, in fact no one has ever had an issue, and I see quite a few regular snowbirds down there with late model diesels and I always ask them if they have had issue. Answer is always no. However, I am running 2 return trips a year, so I figure its prudent to avoid 2007+ trucks for now.