I'd start with making sure the engine is up to par with maintenance. Run some Seafoam through it to decarbonize. Replace the plugs and wires. Check your throttle cable for slack, and do the 'Throttle Cable Mod' if necessary.
Once that's done, if you still want to modify, the most important question is: What's your budget?
A properly installed e-fan conversion will free up some hp, improve fuel economy, and can be done for between $50-$200 depending on what you get and your skill level.
An underrive pulley for the crankshaft will free up some hp, much like the e-fan for about $150 and a couple hours of basic wrenching
Morana v6 racing sells some nice, bolt-on roller rockers that will wake things up too. They're about $400.
The 98+ trucks had improved upper intake manifolds that will flow better and improve tq, but may require some customization on your part to work on your truck. The 98-2000 upper manifolds were aluminum that can be ported. 01+ were the best design out of the box, but cannot be ported since they're plastic. It's best to get the lower intake from the same year as the upper to make sure the size and number of bolts is appropriate.
Headers exist, but their not the best bang for your buck.
Porting/polishing the intake manifolds and cylinder heads is a very nice and inexpensive mod, but requires taking the engine apart and significant time investment on your part.