Replace these parts (some will be swapped from the old engine)
Oil cooler lines - yes(swap)
Voltage Regulator - check
Water Pump - yes
Vacuum pump - if the engine has 250k miles on it replace it
Rear main seal - yes - crank has to come out to do upper half
Chain tensioner (?)
Timing Chain (?)
Front crank seal - yes
Oil pump - yes
Torque converter pressure plate - only if damaged
Check bearings - replace bearings - parts are not too pricy and you may as well as long as you have the crank out
glow plugs - only as needed
Test injectors
Thermostat - new
All radiator hoses - new
Engine mounts - new
Temp gauge - no
A/c hoses (swap) - have em pressure tested while out of the car
Fuel supply pump - rebuild
Breather tube - only if needed
Put the injection pump gasket on there too. I would most definitely replace the chain guides. It makes it way too easy with the engine on a stand and the crank/front seal out. You will want to replace the oil pump chain tensioner and spring too. I can forsee the future - the oil pump chain tensioner will be worn
. If you need to try to save money you could always drop the stuff that you can do with the engine in the car - vacuum pump, timing chain and tensioner. I would make sure all the timing chain slide rails get replaced while the engine was torn down.