hey killer, I have done allot of research on this and found allot of info. we have a few options, some as you mentioned above. here is my list.
1) K&N Air Intake
2) Intercooler
3) Intercooler Piping
4) Increased boost
5) Adjusted Fuel Mapping
as for the K&N intake, W2J has that for us. The intercooler shouldn't be anything too big, infact all you really want is something that has better flow characteristics and improved efficency. from the space there is there and the oil cooler being in from there too you have two options, move the oil cooler (new lines would be needed and a bracket to move the oil cooler up about 6") OR - use a small square intercooler to occupy the same space as the stock.
I would move the oil cooler. Ideally you would want bar and plate intercooler (like Apexi- Not the cheap chinese intercoolers), with really BIG tubes and the same inlet and outlet as the piping you'll be using. you should be able to look through one end and see out the other, we are looking for really good flow (throttle response)
As far as chips go I have found quite a few options, most give about 25% increase and some as much as 50% increase in HP and torque.
here are a few links
1) Power Chip
Type: Ranger Original Chip Tuning Torque
2.5 TDI 12V before - 80 KW / 109 HP - 266 Nm, After - 102 KW / 139 HP - 326 Nm Old model Ranger TDi 350 €
New Model Ranger TDCi €350
http://www.chiptuning.tv/uploads/media/FORD.pdf
2)Smart Cars Ford Power Chip
Ranger
from year 2006
2.5 TD 12V
Before - 109 hp / 80 kw
After - 133 hp / 98 kw, +53 N-M
2.5 TDCI
Before - 143 hp / 105 kw
After - 170 hp / 125 kw, +75 N-M
http://www.smart-smart.info/Ford-Power-Chiptuning.htm
3) Ford Ranger 3.0 guys -
http://www.dastekpower.com/STATS/Ford-R ... FordRanger
0 - 120 km/h: before - 20.16 secs After - 15.46 secs
Quarter mile:
before - 19.06 secs @ 116.98 km/h
After - 17.57 secs @ 127.26 km/h
4) Ford Ranger 2.5 TDCi
http://www.tuningstyling.co.uk/tuning/f ... ing451.htm
Specifications
Model: Ford Ranger 2.5 TDCi
CCM: 2499
KW original: 105
NM original: 330
BHP original: 143
BHP with tuning: 175,89
NM with tuning: 405,9
Safe and reliable trimming and tuning, since the original system is not altered - no replacement of chips or changes in the vehicle´s electronic program
Plug&drive - original connectors. No loose wires
Lower fuel consumption - increased MPG
Faster overtaking
Car tuning
Diesel performance
Chip tuning
I think i may get option 4) but i was told that there are a few people selling them locally (6800 installed

) so I would like to shop around and more so get others results.
from what I have been told the chip handle the fuel pump and different load points of the fuel map, I was told that they increase the boost as the boost in controlled electronically (two solenoids) by the ECU. so I am very interested in how these chips work and how much they actually increase the boost (if they do at all - none of the sites mention an increase in boost)
I am going to install some gauges to monitor things as I go along.
you not alone, i am really looking for parts and info..