All those things mentioned will help you. Headers wont really do much except make the truck louder. with this engine in NA format (not supercharged of turbocharged) backpressure in the exhaust is very necessary to make good power. Free it up too much and you will start to see a loss in power. IMO, save your money on the headers. not worth it.
As for other mods, a tuner does a lot, as well as an intake. On my truck before I went supercharged I did a superchips tuner, modified the intake and put in a K&N cone filter, and replaced the stock muffler. That was good for a noticeable difference. Ive actually still got all the stuff, so if you want it just PM me.
As they said before, if you want to go for more, then dont worry about any of that stuff, and just supercharge it. You can get a take-off supercharger from a Lighning of Harley edition truck that will bolt right on and give you a lot more bang for your buck. Building power out of an NA motor is expensive. Supercharged power is cheap (relatively).
If youre interested in this kind of thing, a lot of guys have done it. As for me, Im in the process of a full motor swap- puting in an L motor. More info on supercharging here:
Mike is a great guy to work with- super helpfull and very knowledgeable.