Intake manifolds are running from $300 - $400 here...
http://www.xtremediesel.com/intakemanifolds_2.aspx
These guys have tuning modules for the computer controlled fuel injection pump on your '99 ISB 24 valver as well as bigger injectors...
http://www.tstproducts.com/98-0224valvedodgeram-1.aspx
These guys have PnP chips from $450 - $500 dep. on your specific year and some are driver adjustable.
http://www.usdieselchips.com/site/1622112/page/760660
PDP has all kinds of electronic gizmos for your EC-ISB...
http://www.puredieselpower.com/catal...8e657ee751793a
...and just one of their intake manifold options with air flow charts...
http://www.puredieselpower.com/catal...8e657ee751793a
...and another...
http://www.puredieselpower.com/catal...8e657ee751793a
so...the bottom line is...
From all of the vehicles and engines I have built, more air and cooler air intake charge can increase the power and performance if it is matched with the correct amount of additional fuel, unrestricted (lessened) intake tract and exhaust plumbing. Cooling the fuel mixture can also help (propane, methanol, water injection etc...). Whether it be a 2-cycle or 4-cycle engine, they both need the entire package to be looked at as HP/torque can be lost or directed to an undesirable RPM range if not balanced correctly.
FWIW, the plug and play products seem to offer a very good alternative to custom tuning. An intake manifold swap is a bolt-on enhancement that WILL pay bigger dividends on HP/torque and takes maybe 30 min to 1hr dep. on the stuff you have to work around but it basically requires only hand tools and a torque wrench.
For the exhaust, I know a lot of people with diesels that remove the muffler and enlarge the tubing from the turbo back to the tip. Going from a 3" or 4" to a 5" or larger and simplifying/shortening the tubing bends and run length helps get the spent and unused exhaust out faster which aids in breathing, power and cooling. With a DP, I seriously doubt you would notice a difference in noise but more likely a deeper tone at full throttle. Those beside you might notice at first but you aren't racing them so it isn't likely. A muffler on a gas engine is really used for noise control but on a diesel, it doesn't make that much of a difference IMHO.
I would go the intake and exhaust route first and see if you need more fuel. More fuel means more power if balanced correctly BUT it ALSO means more $$ at the pump and more heat. With the intake and exhaust, there is no risk of damage to the engine as you are only reducing restriction (restriction causes heat too) so it is almost like getting free HP/torque (except for the parts price...

).
Oh yeah! Do NOT go for a "special" "free-flow" air filter on a diesel as they only allow more dirt into the turbo and engine. A good sealed cone filter (like the factory uses) flows more than enough air for the engine with the stock manifold and exhaust being the largest limiting factor to extra power. Remember, with a diesel, CLEAN AIR is of paramount importance (as is proper sealing of the intake and exhaust tract, or you'll be buying a new turbo lickety-split.