The main question you need to ask yourself, is.... "Can you afford to pay for repairs that Ford denies warranty coverage for?" If you can, then MOD away. Many people are getting turbo-back and CAT-back exhausts. Its about 50/50 between the two. Most are getting 4" exhausts. In many places, vehicle inspections are now testing for emissions so you'll need to leave the CAT in place. (weld back into the new exhaust system)
For the intake, make sure you get a GOOD aftermarket filter. There are several members here that have found out the hard way that some aftermarket filters are not worth the paper box that they came in. Some have suffered torn up turbos and other damage. The latest, is a member with a $3500 repair bill that Ford is denying warranty work on. So be prepared to pay, if you wanna play.
I believe the aftermarket air filter with the highest regard is the AFE Pro Guard 7, or something along those lines. (Don't quote me, I'm going from memory on that one) Others will chime in with their take on this topic.
Regardless of what you do or what you buy, don't cut corners. Make sure that what you get is top quality, not just cheap. The key to long life on diesels is CLEAN air and CLEAN fuel.