any idea of where I can price these things I can do the changes myself.
You should be able to find most of those things pretty easily. I'd start with Summit. Barring that, pick up one of the truck mags at the newsstand and look at the advertisers. There should be quite a few ads that will list Durangos.
The intake and chip are both real easy. The exhaust is if you can weld properly. I have an Edge Expedite programmer on my 04 F150 and it gives almost 40 hp on a stock pickup with 91 octane. The premium gas is more expensive but with that chip and dual Flowmasters it gives me 4 more MPG taking it from 11 to 15. It really isn't too much more efficient, but I have a lot more power for the same price. Next I'm gonna get a K&N, but I gotta get a job first.
Going from 11 mpg to 15 mpg is a big efficiency boost - over 35%. Think of it this way - if you applied that same math to an economy car that normally gets 33 mpg around town, you'd boost it to 45 mpg. That's hybrid/diesel territory with more horsepower when you want to stick your foot in it.
I agree with CP - intake, shorty headers, chip, maybe underdrive pulleys. Just adding a K&N Filtercharger to my '94 F150 5.8L boosted mileage around town by 1 mpg and freeway mileage by 2.5 mpg. I'm looking forward to getting one for my SuperDuty V10 - that thing is a hog.