Let your first mod be guages, then go from there.
The VE pump is actually very easy to play with, I haven't monkeyed with mine too much, and I picked up 12 psi and a bunch of power over stock. I'd recommend a 366 spring(3200 rpm) as one of the first mods outside of tweaking the pump, I miss the extra 1000 my 6.9 turned over this.
Beyond that, injectors, a 14cm exhaust housing(maybe a bigger turbo, depending on how big you go with the injectors)
http://dodgeram.org/tech/dsl/more_power/Power_ve.htm
I went 2 turns on the smoke screw, 4 turns on the star wheel, turned the diaphragm to the deepest point on the pin, and 4 turns on the max power screw. It's like a whole different truck. I still have to turn my idle back down, but, it's only at probably 950 or so(my new tach is sitting on the desk here, not in the truck...
,) so, it's livable for now.
Once I get around to adjusting the idle, I'm going to turn the power up some more. I'm sitting at 27 psi of boost now, with max unloaded EGT's of 1000*. Stock is 14-15 psi, egt's, I think in the 750-800 range. I bottomed the max power screw on the collar(3/4 turn) in mine before I installed the gauges, so, I was running 18 psi and 800 peak when I got them in.
And, if anyone wants to know, 35mph-85 mph wot in top gear(o/d in the Dodge, direct in the 6.9) unloaded the Cummins is 15 seconds faster than the 6.9 was, and, that's a 6.9 with 15 psi of boost, but, a non gated lagmaster...