It's not expensive to make a diesel fast you need a big exhaust, and a good programmer with custom tunes. The only expensive thing is buying the damn truck (most nice ones run from 25-30k)
Mines got headstuds, EGR delete (in the mail), 4" turbo back straight pipe, AFE stg2 air intake, SCT xcal3 programmer with the Xtreme Street tunes from Innovative Diesel, and from a 30mph roll it'll roast 35s with no problems.
Anything more than that, and you're talking a little bit of money, injectors usually run about $1500, ball bearing turbo is about $2500, and unless you've got a cummins with a 6spd, or a dmax with an allison, you're gonna need a beefy tranny which are atleast $3k plus from suncoast(I.E. 7.3powerstroke auto tranny = garbage, cummins auto tranny = garbage, 6.0 torqueshift auto tranny = good for about 550ft-lbs, which isn't much in a diesel at all)
Oh, forgot to add.