What would be the best setup for a 2006 f250 6.0. I want to get better mileage. Would just a programmer due the trick or would i need to go further with air intake and exhaust work.

yep programmer intake and exaust run the programmer on eco.mode though

I prefer programmer with exhaust.

The best suggestion I can make is look at the Ford diesel forums for specific advice. Depending on how much you want to spend. Here is a good place to start. Might get on their forum and talk to Bill Cohron aka Power Hungry as he is a wizard with the Ford diesel. However he is very busy so you may have to wait for a response but there are several knowlegeable people there that can give you some ideas.

http://www.powerhungryperformance.com/

I have a bully dog programmer for sale. I just took it off my 05 f250

Make sure you start with a set of guages. You want to be able to monitor you EGTs and your fuel pressure.
Banks makes some good stuff, a little pricey, but the product is good and so is the customer service.

I have an 04 F250 6.0 Diesel. It already had Turbo back 4 inch exhaust and an AFE air box and 15k miles on it. I have checked the mileage on every tank of fuel since I purchased it and it gets right at 15mpg not towing. I have a Superchips mircrotuner programmer and it gets the same mileage with our without the programmer, just lots more power so it doesn't appear that all the ad ons improved mileage on mine though I don't know what it got prior to the exhaust and air box, but I can't imagine that is was much less than the 15mpg I am getting now.

Joe

Clean out your exhaust, and get a SCT tuner with custom tunes written specifically for your truck.