Stetts, I have an 02 with the HO Cummins and 220,000 miles on it.  As you describe the initial fuel mileage was not so hot. The manual says it will change at about 8,000 mi if I recall. And it did - like clock work - got much better after the break in period. My son's 03 has the different injection system (quieter) and the mileage readout regularly shows 20+ mpg on the highway.

I had enough trouble in the past with automatics on diesel pickups (went through 3 transmissions on a mid 90's Ford diesel before we just stopped pulling a trailer with it) that we are sticking with the HD 6 speed manuals on the Cummins.  Enjoy your new truck. Should last forever in TX! Don't you miss plugging it in every night in WI winters?

I put the controller under the dash just to the left of the ash tray on the 02. Probably changed that area on the newer ones. Good luck.

Jim at Dawn