Questions a 99 GMC with a 6.5 Diesel

[Sub-versive]

I am looking for a diesel truck for my DD. Having owned a number of small and big block chevy's, I am down right tired of the lousy mileage. The 8mpg I got from my 454 powered '77 Sub is just too painful. The 10mpg from the 427 powered '76 LWB 4x4 wasn't much better. I had an extended cab Ranger as my DD until I got t-boned. After that experience, I decided no more small trucks, I need full size and more metal. In looking for something to fit the bill, most folks think their used "newer" high mileage trucks are made of gold.

In my quest I have come across a 99 with a 6.5 diesel. I know that the desired block castings are for May 99-on. What do I need to be aware of with year truck with this type of engine?
I have never owned a diesel before, I have driven them for work, but I have never owned or wrenched on one personally. I have been searching the forum recently and am aware of the boat anchor comments, sure I would love an LBZ powered truck or any duramax engine, but for what I'm getting from insurance, that is not in the cards. While I would love to do a swap into a 71 or 72 4x4 Suburban, it's a little tough with use of one arm right now.

What do I need to look for in buying a used 1999 GM diesel truck?

*I should also ask about the 95ish 6.5L Suburbans, any input or sage advice?