Had a 95 F350, 4x4, powerstroke, 5 speed, 3.55's and ran 35" tires.
Found that the powerstroke was most happy at 1800-1850 rpm fuel mileage wise. Once it started to turn over 2k, whether due to speed or downshift for hills, it sucked down the fuel.
Carried a 9.5' Fleetwood for a few years and towed a toyhauler that hit 10k or so. Gearing wasn't too much of a problem. My truck was tuned, exhaust and intake. your truck already has more power than mine did....I wouldn't waste the money on gears for 35's....you won't see really any gains the tires won't put much more stress on the drivetrain.
Try it out, this being your first diesel....learn to drive it first...you will be surprised compared to gasser's.....also, look at tuners before injectors, I believe your injectors are good for 350 horses....injectors aren't cheap and 7.3's eat your wallet alive if your wanting to chase the horsepower.....