There is another thread around stating there is a problem using wheels from the 04-08 on the 09 up. I will probably find out this weekend as I will be trying to put my old 17" extra OE wheels on for the winter.
As far as the TPMS sensors, an 06 did not have any, so if you don't want to deal with the light you will need to get a set of the type that fits on the valve stem.
There are pictures now on that thread. The wheels seem to be aftermarket, not OE, so maybe it will be okay.
http://www.f150online.com/forums/200...ms-2009-a.html