I currently own a 2005 Ford F450 with the 6.0 diesel engine, bought it used at 50,000 miles. Luckily it still had the factory warranty on it, because it needed head gaskets along with a new oil and egr cooler. Since then no problems, but it dose show that what can happen even with a low mileage truck. If you find a nice ford truck that you like, you can go to the dealer with the vin number and try to get an oasis report. This will tell you all of the work done at the dealership on the truck. Here are couple of sites that have allot of information on these trucks. Good luck on you search.  
http://www.powerstroke.org/forum/
http://www.ford-trucks.com/ford-diesel.html