How often do you or are you suppose to change the tranny and rear diff. fluids? Any good fluids to put back in? I was thinking Lucas. Thats what I have been using in the motor and fuel. I want good stuff, dont wanna half-***. Not worth it to me. My truck is a 03 4x4 dually. Is there anything else I should be checking or changing, other than the basics? This is my first diesel and my first 4x4. So any pointers are a great help.

motor oil and filter every 3-6000 miles (depents on how you drive)
tranny, t-case, front and rear end, coolant every 30000 miles (or when it gets dirty)

i may have left something out, you need to look up the maintence thing in the owners manu. it will tell you everything you need to do and check.

Amsoil is the only way to go. If you are stock, or running a low HP chip, you can run 7500-15000 miles with Amsoil and Amsoil's filter.
Tranny fluid should be changed every 30k, or when it starts to get dark in color.
Amsoil in the diff's and you can go 100k between changes