I got a 01 F250 with a 7.3l, it's a beast and will pull anything and get decent mileage if you keep it under 70mph.
i heard they got bad mileage especially towing. they are a lot heavier than the others i think. what mileage specifically are you getting
I have a crew cab, short bed, 4wd with a 4" lift and 35's. The truck weighs about 7300lb with a full tank of fuel. I can get 18mpg empty and got 15mpg on a trip through the WV hills pulling about 7k lbs. If you drive anything decent it helps alot. I have gotten 20mpg on a trip at 70mph where it was all flat.
If you don't have a EGT gauge get one, best investment for a diesel, a must have for towing anything heavy. Keep the fuel filter changed out at the suggested intervals, filters are cheaper then injectors.