What weight/length require load levelers?
I stand on my post above on the need for WD and sway control. Even though it pulled "great" with your friends F250 doesn't mean that the setup was safe! When you put the weight of a trailer on a hitch, you are not only putting weight on the rear axle of the truck but you are unloading the front steering axle because of the pivot point at the rear wheels. Air bags do nothing but raise the rear of the truck and do nothing to help distribute the weight. This can lead to some scary handling problems at times.
Picture yourself coming down a long 6% or 8% hill with a curve coming up. Someone pulls out into the road ahead of you. Now you have to go around or slow down, and you have 6-8000lbs of trailer pushing on 5-6000lbs of truck. Yes, you have trailer brakes but the tendency to sway or get out of control is very real. Without WD and a good sway control, your chances of making it thorough that scene are considerably diminished. The cost of a good WD hitch and sway control is very little compared to the rest of your rig and the safety of yourself and those around you. I would strongly encourage you to get both items and set them up properly.
Congratulations and good luck on your new rig.