We have the Duramax/Allison combo, and have an exhaust brake. My diesel guy said that I didn't absolutely have to have one, that the Duramax combo would more than likely be fine. One of the reasons I put it on was to save brakes, The other was to keep revs low as possible going down grade, thereby keeping temps lower, Although I have never experience any hi temps.
I asked aobut exhaust, and chips, and other "upgrades/addons" and he said to forget it. The stock exhaust flows plenty of air out of the system, and the stock intake is more that adequate for power production. The stock air filter actually flows mor air that the K&N. I am very happy with the truck (2500 hd) and am planning no other changes except Bilstein shocks in aobut 5000 miles.