I have recently purchased a 2500HD 4x4 with the Duramax Diesel & a 6sp
tranny.

A recent post asked about synthetic oil.  I personally recommend Red
Line.  You can see their products at http://www.redlineoil.com/  I use
their synthetic engine oil, transmission oil, differential oil,
transfer case oil, etc.  The oil is expensive.  I generally get it for
$6.95 to $7.95/quart.  Red Line recommends using the factory lubes for
the first cycle to facilitate break-in & then change to the
synthetics.

Red Line will tell you that you will get better fuel economy with
their synthetics.  This is true, at least for me.  While I found no
mileage improvement using a synthetic in the engine, I do get 2mpg
better using the synthetics in the trans, transfer case, &
differentials.

I have used Red Line synthetics in my cars (sports cars) as well.  I
have noticed the same mileage increase using the synthetics in the
transmission & diff.

My opinion on oil changes:  
    I believe oil changes should be done when the oil has
sufficiently deteriorated in quality.  I believe there is no benefit
to changing more often than the manufacturer recommends unless the oil
has worn out.  The question remains how to determine this?  Does the
oil life indicator in the truck help?  In my cars, at least, I find I
can double the manufacturer's recommended oil change interval without
the oil deteriorating in quality if I use the Red Line synthetics.  I
still change the filter on schedule, but I double the oil change
interval itself.  You may argue with this, but what's the problem if
the oil is still of sufficient quality to allow this?

Now, I'd sure appreciate some advice:

Where is the best rpm to drive at for best fuel economy?

Admittedly, I am a first time buyer of a Duramax with a 6sp.  Where
would you recommend shifting to the next higher gear for a no-load
condition & for a heavily loaded condition?

When I use the engine heater, can it be left plugged in all night
long, or would you recommend plugging it in 2 hours before I leave for
work in the morning?

Dave