You are best to go with OEM shocks on the truck, particularly where all 4 wheels are electronically integrated into the suspension system. You can find OEM Magneride replacements on RockAuto.com and GMPartsDirect.com at prices significantly below dealer prices.
Yes, you can perform this replacement by yourself. The only tricky part is compressing the springs to allow you to disassemble the strut and replace the shock itself. You can rent heavy duty spring compressors at a local auto parts store that rents out equipment. Alternatively, you can remove the strut assembly, take it along with the replacement shock to a local trusted auto repair shop, and have them make the swap, using their heavy duty press, and then you can re-install the strut assembly back into the truck yourself. This alternative is much safer for you, much quicker timewise, and probably won't cost you more than $75 for the labor.