Well, wait, doesn't ATS also sell a complete exhaust for the IDI trucks? But, it is not (by any means) cheap.
I just pieced my exhaust together. Do you have a 3" downpipe on your truck or is it still the stocker?
A new 3" downpipe can be bought from ATS for about $75, if you already have the upgrade.
From there back...well, you can run a straight piece of 4" pipe (with your muffler of choice, if you want one, in there) back to the tailpipe. You can get a 4" tailpipe through Walker...it's the one from their n/a IDI diesel exhaust, you can buy the tailpipe by itself for around $60. They also sell the muffler hanger you need for 4" pipe. I got the tailpipe, hanger, 4"-3" reducer (for the downpipe), and some rubber hangers all from rockauto.
I think I had about $200-250 in my complete exhaust, including the price of the muffler I bought. Of course, that's all pretty much gone now since I'm going to stacks eventually (right now I have a temporary side exit exhaust, which you could do REALLY cheap).
Hope that helps.