Are you SURE the knock sensors aren't there? My 6.0 had them under a little foam type piece under the intake, and it was the same year. I'm pretty sure you'd need to run them, and either way I'd think you'd want to. Knock sensors are a useful safety device and monitoring KR is good for avoiding detonation in tuning.
You have to run 02's, upstreams only. Downstreams aren't needed unless you are running cat's for some sort of emissions compliance. Without 02's the computer would run into problems adjusting fuel trims.
There should be a harness that goes from the pedal to the TAC, then another coming out from the TAC to everything else. I got an extra custom length one when I had my harness made, but I didn't use it because my TAC came with its own. It was for an 04 DBW truck. Let me know if you need it, as I don't have a use for it anymore.
