Do you have the Allison auto transmission? If so, check you warranty. Not sure if Duramax/Allison GM products can use the exhaust brake without voiding the warranty. I know I wouldn't tow and drive in the mountains without my Banks exhaust brake, However, manual transmissions are best suited for exhaust brake use.
Dodge will install a Jacobs exhaust brake on their manual or auto transmission at the factory, if ordered that way. So again you need to check your GM warranty.
I had one of THESEon my 99 Dodge 2500. It worked very well!
Many Duramax/Allison owners at The Diesel Place seems to favor the Pac-Brake. I opted not to install one as the transmission seems to do such a good job as is and I too heard rumblings about exhaust brakes and the Allison.