No serious problems plague the PSD. There is a recurring theme with the cam position sensor (CPS), some guys run one 200,000 miles and some guys only get 50,000 miles out of them. They run between 50 and 100 bux at most online sites or from IH. It behooves you to carry a spare in the jockey box. The engine and rotating assy is a very well designed chunk of iron, capable of much much more than Ford/IH put it on the street with. Oil changes are important since it is engine oil that fires the injectors.
The tranny is the E4OD or 4R100 depending on what year you choose. As with any auto, heat and fluid changes are the key. Minimize the heat and do regular services and it will be fine..........HOWEVER, if you choose to mod the engine then you had better pay attention to tranny mods as well.
GVW depends on F-250 or F-350, SRW or DRW..... But here is a ballpark.. 12,500-lb. trailer weight and 20,000-lb GCWR for a pickup and up to 26,000-lb. GCWR for the F-Super Duty Chassis Cab.
Fuel mileage?.... I get 12 towing, 15-17 in town and 18+ highway
Caviation is not as big of an issue as it is on the IDI, our compression rate is substantially lower BUT..... you need to keep up on the DCA levels just the same.
I know this was the cheap and dirty answers to some of your questions but I hope I helped a little, feel free to ask away all you want. We are pretty nice up here in the electronic age contrary to what the cave people in the basement would lead you to believe.