You would be better off with a tuner in my opinion. A tuner you will see larger gains, you can put the truck back to stock program because tuner saves it, this way dealer wont see any tell tell signs. As for more open exaust, and cai, you wont see any difference because the MAF will still be getting it's info from the factory PCM. Also as stated you won't see near the difference in a tuner in a gasser as you would with a diesel.
2006 F250 psd CC Sb 4x4 with B&W companion.
2007 Wildcat 28rks 5'ver
2005 Harley Davidson
2009 Weimaraner "Dog"