I installed a boost gauge several years ago. Teed off the pressure line running from the banjo bolt at the back of the intake manifold and the "Switchover valve overload protection" on the firewall (which then goes to the ALDA).
As for a magnehelic on the air filter, the Ford F250 7.3li diesel has a clear plastic spring-loaded plunger affair on the air filter housing that is supposed to tell you when the air filter is loaded up too much. However, I've never seen it indicate anything (i.e., the filter gets pretty ugly, and the indicator hasn't moved).