Welcome aboard. Thoughts:
1. if you have not already done so read Sams NOOB guide, you have hit a lot of the high points but I don't see that you have cleaned the MAP sensor. While there download BOTH the 2005 and 2006 FSMs - the 05 lacks cooling data and diagnostic keys but has keys to the illustrations while the 2006 has cooling data and diagnostic keys but lacks illustration keys.
2. I for one would not waste my money on a new EGR. Options include 1) clean the EGR see
viewtopic.php?f=5&t=62495; 2) block off the EGR - there is a pipe going to the EGR valve that goes into the manifold you need to loosen up to change glow plug #3. To see the pipe flange, remove the two bolts that mount the fuel filter and swing it up out of the way. Loosen up the two bolts that hold the pipe to the flange and slid in a piece of exhaust gasket material, then tighten the two bolts. Now the EGR is DOA. Tuners have to recommend against the blocking off the EGR by law, but they cross their fingers when they say it or tell you only for off road use.; 3) my preference is get a GDE tune (
http://www.greendieselengineering.com/g ... ethod=home) that works for your type of driving (ex. mostly on road with some light towing get the EcoTune - I have and see actual 24mpg on short commutes and upto 33mpg on hwy at steady 62mph); folks report this removes the EGR CEL/MIL. Don't even think about a cheater chip.
3. Tires - I'm running new Goodrich Long Trail TA that some favor but you might want to look at the tire chat over at
viewforum.php?f=8 4. Lift should have essentially no impact on speedometer/odometer/mpg unless you mess with tire size. FYI any lift over 1.5 inches apparently causes front drive axle problems due to increased angle. Check forum for lots of chat.
5. Any good 2.5" muffler like a Magnaflow Muffler #12226 will do fine as long as you add a bit of pipe to remove the nearby choke point.