I've had good luck with Fel-Pro head gaskets, and their gaskets in general are high quality.
Yes, I believe Heath's PMD relocation lit comes with a new PMD and an extension harness. You can use the PMD that is on your injection pump right now, and remote mount another companies heat sink to behind the bumper or behind the grill.
I don't know if you have anything done to your truck yet, but the best performance modifications are usually a free-flowing exhaust system, a 97+ air filter setup, Boost, EGT gauges, and then a new reprogrammed ECM. I however, like to make sure all durability issues are taken care of first.