You sir are correct. The largest problem area's on a stock truck with a programmer etc will be the heads get blown off, transmissions get cooked, turbos get cooked, and engines damaged. You can fool your turbo on some trucks to make more boost. But with out stronger head studs you'll just blow the head off. To much hp increase and torque will wreck a stock transmission. To high exhaust gas temp will cook your turbo and your engine. If your gonna add more fuel you need to make her breathe well on the intake and exhaust this will lower your EGT and keep your turbo cooler. ARP head studs and a copper head gasket will prevent a cylinder head seperation. The only cure for the transmission is a racing type transmission with the correct stall converter. Which by the way really sucks for everyday driving and towing.
But I too am guilty of doing what you have discribed. But I did what I did in the search for better economy and better towing power. I have a K&N aircleaner with a custom made cold air intake. I made it from stuff you can get at home depot for $24 and an hour of my time. I have a smooth bore intake to from the airbox to the turbo. I have a free flow exhaust (no muffler) its kinda loud but Ive heard worse. And lastly I have a plug and play shift on the fly programmer. 25hp, 45hp, 65hp, 100hp, and 130hp. I run it on the 65hp setting mostly, and 45hp while Im towing. The 100hp, and 130hp are fun but to take full advantage of these I need bigger injectors, head stud kit, special gasket and remember how to program my waste gate on the turbo to stay close up to 40 lbs of boost. Otherwise the waste gate opens and makes a scary noise and the engine defuels because its consuming the fuel faster than the injectors can supply it. But Ive gained near an honest 4-5 mpg on the freeway empty and 2-3 mpg while towing the 5th wheel. My wife told me this truck has to last me atleast 10 years so Id better take care of it.