OK,'99 F250/7.3 here.I'm running a DP Tuner chip as well,one good thing about this(and other custom tuners as well)is they can tune the transmission shifting/torque converter lock up as well as the engine.If you're on a budget the stock airbox is fine for a chipped truck,just make sure the three tabs on the fender side of the airbox that lock the lid down are still intact,if not it will let dirt in.I'm currently at 214,xxx miles on mine and its VERY dependable.
As far as the transmission goes,a good chip(not Bully Dog and the like) can firm the shifts and TC lock up,and this will keep the heat down(heat is the biggest trans killer),also as stated before put a transmission cooler off of a 6.0 truck as the stock trans cooler is not suffecient.+1 on going to 
ford-trucks.com..great bunch of guys who are all more than willing to help and share their knowledge...Phil