The question is do you want to spend money now, proactively, or spend it later, possibly after a catastrophic failure?
For an '06 I would advise head gaskets (standpipes and dummy plugs will come with the gaskets)with ARP studs, EGR cooler delete, new oil cooler, updated STC fitting, updated turbo drain tube & oil feed, installation of a coolant filter, change over to ELC coolant, and blue spring update for the fuel pressure. Oh, and gauges or an Edge to monitor vitals is an absolute must.
I guarantee that if these items are not a problem yet they will be, typically before 100k. You can hot rod it now and pay later, probably pay more too, or you can just do this stuff now and it'll handle whatever you want to throw at it upgrade wise.
Maintenance is an absolute must too. These trucks are completely intolerant of putting off maintenance. The injectors rely on oil to function, so oil changes are critical with injectors running $220 each, plus a $180 core you start to see why I and others harp on it. Ditto on fuel filters.
'06 F250 4x4 - 5" Flo Pro exhaust, SB Filter intake, Accufab elbow, Edge Evolution (monitoring only), SCT w/ ID custom tune, FASS 195 pump, Gillette Diesel EGR cooler delete, Sinister Diesel coolant filter, ELC coolant, updated turbo drain tube/oil feed line/STC fitting/oil cooler, ARPs w/OEM HGs, Elite coolant lines, ITP RR fuel system, RCD 175/30 injectors, Powermax, BD CCV, FICM.com FICM w/ ID tune, Elite UP, BPD water pump - 13.069 @ 101.94
'02 WRX - Outback rear disc swap, EBC green pads, DBA pillar vane rotors, TXS UP/TBE/TMIC, Perrin LW crank pulley, PPG billet steel shift forks, ACT Streetlite flywheel & clutch, K&N filter, STi Group N motor/trans mounts, TiC/Kartboy rear diff mounts/subframe lock bolts/outrigger stiffeners, Kartboy SS & all shifter bushings, custom PDX tune for Cobb AP - went 14.1 on a terrible 60ft before most of these mods; shooting for 13.50s