Exhaust leak is probably at the head? Known problem with these trucks, mine is doing it again, happens if you run them hot (doesn't mean overheated, just like mine pulling a trailer in Nevada in June).
Is the error air suspension in driver display gone? Curious how the air susp. was removed and how they silenced the error. There's actually a repair bracket for this, the manifold bolt heats up and breaks which causes the leak. Rock Auto has a cool replacement bracket piece that can be put in their to stop this from happening.
Power mirrors will take a crap if they haven't already. Either they'll stop adjusting or won't fold in--no big deal, just annoying and expensive if you want to replace.
Like Zach said, if front end hasn't been rebuilt--it needs to be. If you can get it on a lift or jack up front end, check for play in tie rods, pitman, ball joints. Even on factory 35's the front end wears out.
Probably more quirks I can't think of but overall a great and fun truck to own and drive. Don't buy it if you can't really fathom the fuel mileage, you need to make sure you've got gas money to play. We've seen up to 12mpg out of ours on the 35's, down to 9-10 mpg on the 37's.