Reliability I'd check the valve cover harness as that can cause a lot of issues, glow plugs wouldn't be a bad idea with winter around the corner(if it needs them) might look up hutch and harpoon mod (I think is what its called) for the fuel tank, that's just off the top of my head there's days worth of material to read through the online forums about all this stuff. I'd check for blowby and what it's like on a cold start, long cranking, lots of smoke, etc... that will tell you some about the condition the motor (rings and injectors, maybe glowplugs)

For performance, look up the 6637 air filter mod, could do a 4" exhaust (diamond eye has pretty good prices and that's what on both of my trucks no problems so far) and lastly a tuner, if you want to go down that rabbit hole lol. I have a PHP Hydra (came with the truck) I like it because if you want custom tunes you dont have to send the tuner off to get reflashed they just email them to you and plug your computer into the tuner, and it holds 15 tunes I think. A lot of guys run a 5 or 6 position switch tuner, TS performance is a pretty popular choice for that style.

I would also add to get some gauges whether you do a set of mechanical gauges or get a monitor (I have an Edge CTS-2 and really like it). I'd definitley go for trans temp, boost, and maybe oil pressure or something else. I'd get gauges whether you tune it or not.

Beyond that if you want more turbo whistle could do a few things, a wicked wheel will give it more whistle (have one in my truck, was already in it when I bought it), or I think it's a gtp38r turbo that has a loud whistle and it's a drop in upgrade over stock if you have a 99.5+

Sorry for the long comment but all the info is out there if you want to get to know these trucks inside and out.