Sorry, long post:
nice truck. Same as mine but newer, cleaner, fewer miles, more doors etc.. haha Same colour though.
Welcome to the diesel world as well. It is a good place to be.
1. Do a VIN check to see if the injectors were replaced under warranty. GM boosted the warranty on those messed up injectors to 7 years & 200k miles. If they were changed before, you are golden. Mine were changed by the previous owner under warranty (saved my wallet a big hit) and all my oil analysis have come back perfect and no loss of antifreeze.
2. You will probably have window regulator problems (I have replaced 5 in 3 years!) I found the Dorman ones from Schucks are the best (and they have a lifetime warranty), so when they break again, I will just get new ones for free. You can replace them in 20 minutes.
3. Pump rub: Some of the original Allisons suffered from pump rub. Basically, there is a steel clip inside the transfer case that rubs through the magnesium housing, all the oil sprays out and then bad stuff happens. Don't be scared, it wasn't super common, however, you may want to invest in something like this:
http://www.merchant-automotive.com/transfer-case-pump-upgrade-kit.aspx
(by the way - Merchant Automotive is probably the best source for Duramax specific parts and knowledge. All he does is Duramax - I am not affiliated, just a big fan).
4. I would keep an additional fuel filter in the truck. It will normally let you know when it is time to change it (hesitating under load etc.) but sometimes you just can’t start that rig. Nice to have, JIC.
Good call on the airdog, that will really help with your injectors. Any secondary filter system is a good idea. The CAT filter systems are good. You won't need a lift pump until you start pushing around 500hp (not hard to get there). Watch the tranny too, when you start getting higher hp’s (and ft-lb). The ally can handle about 100hp over stock (LB7 = ~300hp & 520 ft-lb) before you need to upgrade the internals (ATS is probably your best bet for this)
5. Get familiar with the Mbec. Driver side upper left of the footwell. It will help you add all sorts of electric goodies goodies inside the cab w/o having to run power from the batter. Also, check gmupfitters.com. Lots of info (more than you need probably) for your truck.
If you do need to run power from the battery (inverter, amp etc...) the drivers side battery (+) terminal has a sweet battery terminal with a post for just this reason. It is $$$.
6. Door rust. The way the bottom of the doors are designed, they are more susceptible to rust when you get rock hits there. You are probably fine in AZ, but if you do end up doing a bedliner on the rocker panel, might as well include the doors.
7. Sending unit for gas gauge. It is in the tank on your truck, not in the frame like the gas trucks. If it does fail, pull the 6 bolts on the bed and lift it out of the way instead of dropping the tank. Much easier.
8. Some (other) good forums:
Thedieselplace.com
Fullsizechevy.com
Gotta run, but those were the things I could think of off the top of my head. I am looking forward to your build.
Hurry up and pay it off would ya!