My exauhst was custom built by me and my friend who happens to own an exhaust shop, so can't help you there.
I have a friend that put the banks kit on his pstroke about 6 months prior to me doing the cummins; it impressed me, and hasn't had any problems that I know of (due to the kit). He had the chip added to the tranny, and has been happy. That being said, Banks makes great stuff, but you pay a great price for it, Bully Dog, or BD has the same quality parts, you just don't have to get the kit/ pay the top price. He wishes he had done the mods like I did, and saved $1000.
As for the tranny, I have the 5 speed, so I didn't have to worry, but when I bought my injectors/turbo, the guys at BD (great stuff, great people to work with http://www.bd-power.com/)