The cooler for the EGR valve can leak coolant internally, which causes white smoke to come from the tail pipe. Hot exhaust gases are cooled by the EGR cooler before being circled back into the engine.
Problems for specific Ford F-250 Super Duty years:
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Most reported 2003 Ford F-250 Super Duty problems
The high pressure diesel fuel injection pump may fail, resulting in a "no start" condition.
There is a technical service bulletin for the V8 engines regarding a possible problem with the spark plug being ejected from the cylinder head, damaging the threads in the spark plug hole. If the vehicle is under warranty, cylinder head replacement is recommended. If the vehicle is out of warranty, Ford authorized the use of a specific thread insert to repair the head.
A severe lack of power may develop because the hose from the turbocharger to the intake manifold can come loose, resulting in loss of boost pressure to the engine.
It is common to see the variable vanes inside the turbo seize or bind from carbon buildup. This causes an overboost or underboost condition when driving.